ON CONTROLLED POISSON PROCESSES

Yıl 2014, Cilt: 4 Sayı: 2, 252 - 258, 01.12.2014

T.m. Aliyev E.a. Ibayev V.m. Mamedov

Öz

We consider a special class of two-dimensional Markov processes, finding the relationship between transition probabilities of two such classes.

Anahtar Kelimeler

Poisson process, Multiplicative integral, Markov chain

Kaynakça

• Nelson, R., (1995), Probability, stochastic processes, and queueing theory: the mathematics of com- puter performance modeling, Springer-Verlag, Inc. New York, 583 p.
• Datta, K.B., (2006), Matrix and Linear Algebra, New Delhi: Hall of India, 636 p.
• Yezhov, I.I. and Skorokhod, A.V., (1969), Markov processes with homogeneous second component, I– Theory of probability and its applications, 14 (1), 3-14. (in Russian)
• Yezhov, I.I. and Skorokhod, A.V., (1969), Markov processes with homogeneous second component, II– Theory of probability and its applications, 14 (4), 679-692.