{"63185":{"#nid":"63185","#data":{"type":"event","title":"On Recurrence and Transience in Heavy-Tailed Generalized Semi-Markov Processes","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; On Recurrence and Transience in Heavy-Tailed Generalized Semi-Markov \nProcesses\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Peter J. Haas, IBM Research\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe generalized semi-Markov process (GSMP) is the usual model for\nthe underlying stochastic process of a complex discrete-event\nsystem. It is important to understand fundamental behavioral\nproperties of the GSMP model, such as the conditions under which\nthe states of a GSMP are recurrent. For example, recurrence is\nnecessary for the validity of steady-state simulation output\nanalysis methods such as the regenerative method, spectral\nmethod, and the method of batch means. We review some sufficient\nconditions for recurrence in irreducible finite-state\nGSMPs. These conditions include requirements on the \u0022clocks\u0022 that\ngovern the occurrence times of state transitions. For example,\neach clock-setting distribution must have finite mean. We then\nshow that, in contrast to ordinary semi-Markov processes, an\n\u003Cbr \/\u003Eirreducible finite-state GSMP can have transient states in the\npresence of multiple clock-setting distributions with heavy\ntails. (Joint work with Peter Glynn.)\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003E\u003Cbr \/\u003E\u003C\/strong\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"On Recurrence and Transience in Heavy-Tailed Generalized Semi-Markov Processes"}],"uid":"27187","created_gmt":"2010-12-15 10:28:11","changed_gmt":"2016-10-08 01:53:36","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-12-16T10:00:00-05:00","event_time_end":"2010-12-16T11:00:00-05:00","event_time_end_last":"2010-12-16T11:00:00-05:00","gmt_time_start":"2010-12-16 15:00:00","gmt_time_end":"2010-12-16 16:00:00","gmt_time_end_last":"2010-12-16 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}