Accession Number:

ADA169262

Title:

A Reversal Argument for Storage Models Defined on Semi-Markov Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1986-02-01

Pagination or Media Count:

39.0

Abstract:

For many storage models defined on some semi-Markov process Xt, the asymptotic distribution of the imbedded discrete time process can often be determined by exploiting the properties of the dual of the underlying Markov chain X sub n, which effectively reverses the process. If this is the case, a technique is given which under certain regularity conditions shows the asymptotic distribution of the entire continuous time process can be obtained, and is equal to an altered version of the reversed discrete time process. It is shown this method not only can be applied to models where the asymptotic distribution was previously unknown, but can also improve upon characterizing many of the results for models in which the asymptotic behavior is obtained by a renewal argument. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE