Accession Number : ADA180947

Title :   Convergence of the Mean of a Regenerative Process.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Glynn,Peter W.

Report Date : DEC 1986

Pagination or Media Count : 17

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.

Descriptors :   *MARKOV PROCESSES, *QUEUEING THEORY, *INVENTORY ANALYSIS, TIME, THEORY, MARKOV PROCESSES, CONVERGENCE, MEAN, REGENERATION(ENGINEERING), CONVERGENCE

Subject Categories : Operations Research
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE