Topics on Regenerative Processes

Download or read book Topics on Regenerative Processes written by Vladimir V. Kalashnikov and published by CRC Press. This book was released on 1994-06-27 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regenerative processes are a popular subject in pure and applied probability, as well as in engineering (particularly simulation). This book provides important insight into new methods for investigating regenerative processes. Quantitative estimates play the key role in the book, and all developed methods support possibilities for obtaining such estimates, including probability metrics, test functions, crossing, and coupling. These methods are applied to a variety of problems, such as Markov chains, simulation, queueing systems, storage, and reliability. The book illustrates a unique application of the theory of probability metrics for examining regenerative processes, and it elaborates on the criteria required for uniform-in-time stability of wide sense regenerative processes. New accurate bounds of distribution functions of first occurrence times for regenerative models are also presented.