Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior

The class of counting processes constitutes a significant part of applied probability. The classic counting processes include Poisson processes, nonhomogeneous Poisson processes, and renewal processes. More sophisticated counting processes, including Markov renewal processes, Markov modulated Poisso...

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Main Authors: Ushio Sumita, Jia-Ping Huang
Format: Article
Language:English
Published: Wiley 2009-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/2009/219532
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author Ushio Sumita
Jia-Ping Huang
author_facet Ushio Sumita
Jia-Ping Huang
author_sort Ushio Sumita
collection DOAJ
description The class of counting processes constitutes a significant part of applied probability. The classic counting processes include Poisson processes, nonhomogeneous Poisson processes, and renewal processes. More sophisticated counting processes, including Markov renewal processes, Markov modulated Poisson processes, age-dependent counting processes, and the like, have been developed for accommodating a wider range of applications. These counting processes seem to be quite different on the surface, forcing one to understand each of them separately. The purpose of this paper is to develop a unified multivariate counting process, enabling one to express all of the above examples using its components, and to introduce new counting processes. The dynamic behavior of the unified multivariate counting process is analyzed, and its asymptotic behavior as t→∞ is established. As an application, a manufacturing system with certain maintenance policies is considered, where the optimal maintenance policy for minimizing the total cost is obtained numerically.
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spelling doaj-art-ffcd4d075338421f8f4f11688fc5d9dd2025-08-20T03:25:54ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252009-01-01200910.1155/2009/219532219532Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic BehaviorUshio Sumita0Jia-Ping Huang1Graduate School of Systems and Information Engineering, University of Tsukuba, Tennoudai 1-1-1, Tsukuba, Ibaraki 305-8573, JapanGraduate School of Systems and Information Engineering, University of Tsukuba, Tennoudai 1-1-1, Tsukuba, Ibaraki 305-8573, JapanThe class of counting processes constitutes a significant part of applied probability. The classic counting processes include Poisson processes, nonhomogeneous Poisson processes, and renewal processes. More sophisticated counting processes, including Markov renewal processes, Markov modulated Poisson processes, age-dependent counting processes, and the like, have been developed for accommodating a wider range of applications. These counting processes seem to be quite different on the surface, forcing one to understand each of them separately. The purpose of this paper is to develop a unified multivariate counting process, enabling one to express all of the above examples using its components, and to introduce new counting processes. The dynamic behavior of the unified multivariate counting process is analyzed, and its asymptotic behavior as t→∞ is established. As an application, a manufacturing system with certain maintenance policies is considered, where the optimal maintenance policy for minimizing the total cost is obtained numerically.http://dx.doi.org/10.1155/2009/219532
spellingShingle Ushio Sumita
Jia-Ping Huang
Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
International Journal of Mathematics and Mathematical Sciences
title Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
title_full Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
title_fullStr Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
title_full_unstemmed Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
title_short Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
title_sort dynamic analysis of a unified multivariate counting process and its asymptotic behavior
url http://dx.doi.org/10.1155/2009/219532
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