Show simple item record

dc.contributor.authorAnisimov, V. V.en_US
dc.date.accessioned2019-02-11T13:48:55Z
dc.date.available2019-02-11T13:48:55Z
dc.date.issued2001en_US
dc.identifier.issn0094-9000
dc.identifier.urihttp://hdl.handle.net/11693/49266
dc.description.abstractWe study the convergence in the Skorokhod J-topology of switching reward processes constructed by sums of conditionally independent random variables or by processes with conditionally independent increments on the trajectories of switching processes. In the case where a switching process satisfies conditions of the averaging principle type and is switched by some asymptotically mixing Markov process, the convergence of the switching reward process to a nonhomogeneous process with independent increments is studied. Some applications to the analysis of reward processes in queueing models are considered.en_US
dc.language.isoEnglishen_US
dc.source.titleTheory of Probability and Mathematical Statisticsen_US
dc.titleConvergence of switching reward processesen_US
dc.typeArticleen_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.citation.spage1en_US
dc.citation.epage10en_US
dc.citation.volumeNumber63en_US
dc.publisherAmerican Mathematical Societyen_US
dc.identifier.eissn1547-7363


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record