Publications > Artigos em Revistas Internacionais

Functionals of Markovian Branching D-Bmaps

Antunes, Nelson; Nunes, Cláudia; Pacheco, António

Stochastic Models, 21(2-3) (2005), 261-278
http://dx.doi.org/10.1081/STM-200058311

We consider a stochastic system in which Markovian customer attribute processes are initiated at customer arrivals in a discrete batch Markovian arrival process (D-BMAP). We call the aggregate a Markovian branching D-BMAP. Each customer attribute process is an absorbing discrete time Markov chain whose parameters depend both on the phase transition, of the driving D-BMAP, and the number of arrivals taking place at the customer's arrival instant. We investigate functionals of Markovian branching D-BMAPs that may be interpreted as cumulative rewards collected over time for the various customers that arrive to the system, in the transient and asymptotic cases. This is achieved through the derivation of recurrence relations for expected values and Laplace transforms in the former case, and Little's law in the latter case.