A note on extended uniformization for non-exponential stochastic networks
Author(s) -
N.M. van Dijk
Publication year - 1991
Publication title -
journal of applied probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.668
H-Index - 59
eISSN - 1475-6072
pISSN - 0021-9002
DOI - 10.2307/3214704
Subject(s) - uniformization (probability theory) , mathematics , exponential function , markov chain , markov property , statistics , markov model , mathematical analysis
The standard uniformization technique for continuous-time Markov chains is generalized to non-exponential stochastic networks.
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