Abstract
A large variety of stochastic models may be viewed as systems of two interacting renewal processes. Unless at least one of these is a Poisson process, the analytic properties of the model are difficult to study and are often intractable. It is clear that the greater analytic tractability of such models as the M/G/1 and GI/M/1 queues is due to the memory-less property of the exponential distribution. This tractability is gained, however, at the price of a severe distributional assumption. A useful compromise is found in the introduction of the probability distributions of phase type (PH-distributions). For these, a formalism of matrix manipulations has been developed which extends the elementary properties of the exponential distribution, yet is general and versatile enough to cover the probability distributions needed in a large variety of modelling problems.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
R. Bellman, Introduction to Matrix Analysis, McGraw Hill Book Co, New York, 1960.
F.R. Gantmacher, The Theory of Matrices, Chelsea, New York, 1959.
J.F.C. Kingman, A convexity property of positive matrices, Quart. J. Math., 12, (1961), 283–284.
G. Latouche, A phase-type semi-Markov point process. SIAM Journal on Algebraic and Discrete Methods, 3, (1982), 77–90.
G. Latouche, An exponential semi-Markov process, with applications to queueing theory, Stochastic Models (1985), 137-170.
G. Latouche, P.A. Jacobs and D.P. Gaver, Finite Markov chain models skip-free in one direction. Naval Research Logistics Quarterly, 31, (1984), 571–588.
M.F. Neuts, Moment formulas for the Markov renewal branching process. Advances in Applied Probability, 8, (1976), 690–711.
M.F. Neuts, Some explicit formulas for the steady-state behavior of the queue with semi-Markovian services times. Advances in Applied Probability, 9, (1977), 141–157.
M.F. Neuts, Matric-Geometric Solutions in Stochastic Models. An Algorithm Approach. The John Hopkins University Press, Baltimore, 1981.
M.F. Neuts, The caudal characteristic curve of queues. Technical report no 82, B, Appl. Mathematics Institute, University of Delaware, November 1982.
M.F. Neuts, A new informative embedded Markov renewal process for the PH/G/1 queue. Technical report no 94, B, Appl. Mathematics Institute, University of Delaware, November 1983.
M.F. Neuts, Partitioned Stochastic Matrices of M/G/1 Type and their Applications. In preparation.
M.F. Neuts and K.S. Meier, On the use of phase type distributions in reliability modelling of systems with a small number of components. OR Spektrum, 2, (1981), 227–234.
R. Pyke, Markov renewal processes with finitely many states. Ann. Math. Statist., 32, (1961), 1243–1259.
V. Ramaswami, The N/G/1 queue and its detailed analysis. Advances in Applied Probability, 12, (1980), 222–261.
V. Ramaswami, The busy period of queues which have a matrix-geometric steady state vector. Opsearch, 19, (1982), 238–261.
L. Takacs, Introduction to the Theory of Queues. Oxford University Press, New York, (1962).
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1986 Springer Science+Business Media New York
About this chapter
Cite this chapter
Neuts, M., Latouche, G. (1986). The superposition of two PH-renewal processes. In: Janssen, J. (eds) Semi-Markov Models. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-0574-1_9
Download citation
DOI: https://doi.org/10.1007/978-1-4899-0574-1_9
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4899-0576-5
Online ISBN: 978-1-4899-0574-1
eBook Packages: Springer Book Archive