Some properties of piecewise linear Markov processe
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 3, pp. 571-583
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Piecewise linear homogeneous Markov processes are considered which may be used in the models of a wide class of large systems. Conditions of regularity, recurrency and finiteness of moments of order $\gamma$ of the first entrance time for a fixed set in the phase space are under investigation. Main results are obtained by using the method of testing functions. Some examples from the queuing theory are considered.