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Ergodicity properties of stress release, repairable system and workload models

Part of: Special processes Stochastic processes Markov processes

Published online by Cambridge University Press:  01 July 2016

Günter Last
Günter Last*
Affiliation:
Universität Karlsruhe
*
∗ Postal address: Institut für Mathematische Stochastik, Universität Karlsruhe (TH), D-76128 Karlsruhe, Germany. Email address: g.last@math.uni-karlsruhe.de
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Abstract

In this paper we derive some of the main ergodicity properties of a class of Markov renewal processes and the associated marked point processes. This class represents a generic model of applied probability and is of importance in earthquake modeling, reliability theory and queueing.

Keywords

Markov processpoint processergodicitystochastic intensityPalm probabilityreliability theorystress release processrepairable systemwork-modulated queueing system

MSC classification

Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60G55: Point processes 60K10: Applications (reliability, demand theory, etc.)
Type
General Applied Probability
Information
Advances in Applied Probability , Volume 36 , Issue 2 , June 2004 , pp. 471 - 498
Copyright
Copyright © Applied Probability Trust 2004 

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