Markov Processes with Restart

@article{Avrachenkov2013MarkovPW,
  title={Markov Processes with Restart},
  author={Konstantin Avrachenkov and Alexei B. Piunovskiy and Yi Zhang},
  journal={J. Applied Probability},
  year={2013},
  volume={50},
  pages={960-968}
}
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such processes comes from modeling human and animal mobility patterns, restart processes in communication protocols, and from… CONTINUE READING