대한수학회지 (Journal of the Korean Mathematical Society)

  • 제61권4호
  • /
  • Pages.693-711
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  • 2024
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  • 0304-9914(pISSN)
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  • 2234-3008(eISSN)
대한수학회 (Korean Mathematical Society)
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ANALYZING THE DURATION OF SUCCESS AND FAILURE IN MARKOV-MODULATED BERNOULLI PROCESSES

  • Yoora Kim (Department of Mathematics University of Ulsan)
  • 투고 : 2023.06.11
  • 심사 : 2024.02.16
  • 발행 : 2024.07.01
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⟨ 이전 논문 다음 논문 ⟩

초록

A Markov-modulated Bernoulli process is a generalization of a Bernoulli process in which the success probability evolves over time according to a Markov chain. It has been widely applied in various disciplines for modeling and analysis of systems in random environments. This paper focuses on providing analytical characterizations of the Markovmodulated Bernoulli process by introducing key metrics, including success period, failure period, and cycle. We derive expressions for the distributions and the moments of these metrics in terms of the model parameters.

키워드

과제정보

This work was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government(MSIT) (No. NRF-2019R1F1A1060743).

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