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First-emptiness problems in applied probability under first-order dependent input and general output conditions

Published online by Cambridge University Press:  14 July 2016

J. P. Lehoczky
J. P. Lehoczky*
Affiliation:
Carnegie-Mellon University, Pittsburgh, Pennsylvania
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Abstract

Results for the first-emptiness time of a semi-infinite reservoir and the integral functional of the process up to first-emptiness time are derived under Markov chain input conditions and general output conditions. The results are further extended to allow an input process which is the sum of k consecutive elements of the Markov chain, k ≧ 1.

Keywords

FIRST-EMPTINESS TIMEMARKOV CHAIN INPUTFIRST ORDER DEPENDENT INPUTGENERAL OUTPUT PROCESSINTEGRAL FUNCTIONALk-SUMMED MARKOV CHAIN

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 10 , Issue 2 , June 1973, pp. 330 - 342
Copyright
Copyright © Applied Probability Trust 1973 

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