Analysis of a Loss System with Mutual Overflow in a Markovian Environment

Conditions for finiteness of moments of the following quantities have been found: the duration of a busy period of an Μ /G/∞ system; the duration of a partial busy period of an M/G/C loss system, and the duration of a partial busy period of an M/G/C queue.

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The General Two-Server Queueing Loss System: Discrete-Time Analysis and Numerical Approximation of Continuous-Time Systems

Journal of the Operational Research Society ◽

10.1057/jors.1995.53 ◽

1995 ◽

Vol 46 (3) ◽

pp. 386-397 ◽

Cited By ~ 6

Author(s):

J. Ben Atkinson

Keyword(s):

Discrete Time ◽

Continuous Time ◽

Numerical Approximation ◽

Time Analysis ◽

Loss System ◽

Continuous Time Systems ◽

Time Systems

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The Quantum Dense Coding in a Two Atomic System Under the Non-Markovian Environment

International Journal of Theoretical Physics ◽

10.1007/s10773-018-3949-2 ◽

2018 ◽

Vol 58 (2) ◽

pp. 493-501 ◽

Cited By ~ 2

Author(s):

Xiao Zhao ◽

Yong-Qiang Li ◽

Liu-Yong Cheng ◽

Guo-Hui Yang

Keyword(s):

Atomic System ◽

Dense Coding ◽

Quantum Dense Coding ◽

Markovian Environment

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On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment

Astin Bulletin ◽

10.1017/s0515036100004785 ◽

1984 ◽

Vol 14 (1) ◽

pp. 23-43 ◽

Cited By ~ 67

Author(s):

Jean-Marie Reinhard

Keyword(s):

Risk Model ◽

Risk Process ◽

Ruin Probabilities ◽

Sufficient Condition ◽

Necessary And Sufficient Condition ◽

Risk Models ◽

Markovian Environment ◽

Necessary And Sufficient ◽

Natural Way ◽

Quantities Of Interest

AbstractWe consider a risk model in which the claim inter-arrivals and amounts depend on a markovian environment process. Semi-Markov risk models are so introduced in a quite natural way. We derive some quantities of interest for the risk process and obtain a necessary and sufficient condition for the fairness of the risk (positive asymptotic non-ruin probabilities). These probabilities are explicitly calculated in a particular case (two possible states for the environment, exponential claim amounts distributions).

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