Markov Skeleton Processes and Their Applications

Author: None
Publisher:
Publish Date: 2005-01-01
Features: This book deals with the theory of Markov skeleton processes developed by the authors and provides a systematic basis for the study of a variety of important stochastic processes, including the GI/G/1 process in queueing theory and piecewise deterministic Markov processes. The authors also use a lot of applications of Markov skeleton processes to queueing theory, inventory theory, and risk theory. Most results in this book are published for the first time. This book is suitable for graduate students who have a basic grounding in probability theory and statistics, and also appeals to researchers who are interested in Markov processes and related fields.