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Block-Structured Markov Renewal Processes

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Constructive Computation in Stochastic Models with Applications

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Abstract

In this chapter, we provide the UL- and LU-types of RG-factorizations for the transition probability mass matrix of any irreducible Markov renewal process in terms of the censoring technique. Specifically, we deal with Markov renewal processes of GI/G/1 type, including the RG-factorization, the RG-factorization for the repeated blocks, the spectral analysis and the first passage time.

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Authors and Affiliations

  1. Department of Industrial Engineering, Tsinghua University, Beijing, 100084, P.R. China

    Quan-Lin Li

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  1. Quan-Lin Li
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© 2010 Tsinghua University Press, Beijing and Springer-Verlag Berlin Heidelberg

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Li, QL. (2010). Block-Structured Markov Renewal Processes. In: Constructive Computation in Stochastic Models with Applications. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11492-2_6

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