Publication
Title
On the dual relationship between Markov chains of GI/M/1 and M/G/1 type
Author
Abstract
In 1990, Ramaswami proved that, given a Markov renewal process of M/G/1 type, it is possible to construct a Markov renewal process of GI/M/1 type such that the matrix transforms G(z, s) for the M/G/1-type process and R(z, s) for the GI/M/1-type process satisfy a duality relationship. In his 1996 PhD thesis, Bright used time reversal arguments to show that it is possible to define a different dual for positive-recurrent and transient processes of M/G/1 type and GI/M/1 type. Here we compare the properties of the Ramaswami and Bright dual processes and show that the Bright dual has desirable properties that can be exploited in the design of algorithms for the analysis of Markov chains of GI/M/1 type and M/G/1 type.
Language
English
Source (journal)
Advances in applied probability. - Sheffield, 1969, currens
Publication
Sheffield : 2010
ISSN
0001-8678 [print]
1475-6064 [online]
Volume/pages
42:1(2010), p. 210-225
ISI
000277002600010
Full text (Publisher's DOI)
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 07.07.2010
Last edited 19.09.2017
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