On the level crossing of multi-dimensional delayed renewal processes

On the level crossing of multi-dimensional delayed renewal processes

0.00 Avg rating0 Votes
Article ID: iaor19983126
Country: United States
Volume: 10
Issue: 4
Start Page Number: 355
End Page Number: 361
Publication Date: Oct 1997
Journal: Journal of Applied Mathematics and Stochastic Analysis
Authors:
Keywords: queues: theory
Abstract:

The paper studies the behavior of an (l + 3)th-dimensional, delayed renewal process with dependent components, the first three (called active) of which are to cross one of their respective thresholds. More specifically, the crossing takes place when at least one of the active components reaches or exceeds its assigned level. The values of the other two active components, as well as the rest of the components (passive), are to be registered. The analysis yields the joint functional of the ‘crossing level’ and other characteristics (some of which can be interpreted as the first passage time) in a closed form, refining earlier results of the author. A brief, informal discussion of various applications to stochastic models is presented.

Reviews

Required fields are marked *. Your email address will not be published.