This paper presents the analysis of a renewal input  finite buffer queue wherein the customers can decide either to  join the queue with a probability or balk. The service process is Markovian service process ($MSP$) governed  by an underlying $m$-state Markov chain. Employing the supplementary  variable and imbedded Markov chain techniques,   the steady-state system length distributions at pre...

In this work we present a methodology for estimating the variability of a signal modeled as a continuous time stochastic process observable only at discrete times with variability modeled by a continuous time Markov chain. The methodology estimates the parameters of the hidden Markov chain. The methodology is new however the major contribution of this work comes in the realm of applications. Th...

We study special Quantum Markov chains on a Fock space related to iterated beam splittings as introduced in [23]. Besides a characterizatioin of the position distributions of the chain, we show some kind of weak convergence of such discrete time Quantum Markov chains to a kind of continuous time Quantum Markov process. Furthermore, we provide existence and uniqueness for the solution of a quant...

In this expository paper, we p r o ve the following theorem, which m a y be of some use in studying Markov chain Monte Carlo methods like hit and run, the Metropolis algorithm, or the Gibbs sampler. Suppose a discrete-time Markov c hain is aperiodic, irreducible, and there is a stationary probability distribution. Then from almost all starting points the distribution of the chain at time n conv...