Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation

The steady-state distribution of the two-sided reflected Markov Modulated Brownian motion is derived through an alternative fluid approximation approach. In this paper, we have shown that the distribution can be obtained by taking limit on the steady-state distribution of a weakly convergent Markov...

Celý popis

Uloženo v:

Podrobná bibliografie
Vydáno v:	Journal of the Korean Statistical Society Ročník 44; číslo 3; s. 448 - 456
Hlavní autor:	Ahn, Soohan
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Singapore Elsevier B.V 01.09.2015 Springer Singapore 한국통계학회
Témata:	Applied Statistics Bayesian Inference Duality Markov modulated Brownian motion Quadratically convergent algorithm Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs Steady-state distribution Weak convergence 통계학 secondary Weak convergence Quadratically convergent algorithm Steady-state distribution Markov modulated Brownian motion Duality primary primary 60K25 secondary 90B05
ISSN:	1226-3192, 2005-2863
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Buďte první, kdo okomentuje tento záznam!