Convergence of the Mean of a Regenerative Process.

Abstract

Conditions guaranteeing the convergence of EX(t) for regenerative stochastic processes X are studied. It is shown that the continuous time theory is more complicated than discrete time, in that an extra condition with no discrete time counterpart is required for convergence of the mean in continuous time. However, an easily verified sufficient condition for semi-Markov processes is obtained and applied to the M/G/1 queue and continuous time Markov chains.

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1986
Accession Number
ADA180947

Entities

People

  • Peter W. Glynn

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Convergence
  • Markov Chains
  • Markov Processes
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.