The Characteristics of Finite Projections of Certain Stochastic Processes and Queues
Abstract
This thesis studies finite projections of transient regenerative processes, constructed by conditioning regeneration cycles to be finite. It develops comparisons between the original and projected laws, including finite-time bounds and best-approximation properties for specified metrics and comparison classes. Applications concern birth-and-death processes, Markov chains and semi-Markov processes, with explicit queueing examples. Structural results describe projections associated with different regeneration states, invariant measures and connections with Martin boundary kernels. The thesis also studies reconstruction of birth-and-death rates from passage-time laws and continued-fraction representations of Laplace-Stieltjes transforms for skip-free semi-Markov processes, together with truncation-error bounds. This is a corrected English edition of a Romanian doctoral thesis completed in 1998 and defended in 1999. The preface distinguishes the historical work from corrections and later additions made for this edition.
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BibTeX
@misc{hlibiciuc2026characteristics,
title = {{The Characteristics of Finite Projections of Certain Stochastic Processes and Queues}},
author = {Alexandru Hlibiciuc},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.38339},
eprint = {2610.38339},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.38339},
}
RIS
TY - UNPB
TI - The Characteristics of Finite Projections of Certain Stochastic Processes and Queues
AU - Alexandru Hlibiciuc
PY - 2026
DA - 2026/10/28
PB - arXiv
DO - 10.48550/arxiv.2610.38339
UR - https://arxiv.org/abs/2610.38339
AB - This thesis studies finite projections of transient regenerative processes, constructed by conditioning regeneration cycles to be finite. It develops comparisons between the original and projected laws, including finite-time bounds and best-approximation properties for specified metrics and comparison classes. Applications concern birth-and-death processes, Markov chains and semi-Markov processes, with explicit queueing examples. Structural results describe projections associated with different regeneration states, invariant measures and connections with Martin boundary kernels. The thesis also studies reconstruction of birth-and-death rates from passage-time laws and continued-fraction representations of Laplace-Stieltjes transforms for skip-free semi-Markov processes, together with truncation-error bounds. This is a corrected English edition of a Romanian doctoral thesis completed in 1998 and defended in 1999. The preface distinguishes the historical work from corrections and later additions made for this edition.
ER -