Applied Semi Markov Processes

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Produk Detail:

  • Author : Jacques Janssen
  • Publisher : Springer Science & Business Media
  • Pages : 310 pages
  • ISBN : 0387295488
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKApplied Semi Markov Processes

Applied Semi-Markov Processes

Applied Semi-Markov Processes
  • Author : Jacques Janssen,Raimondo Manca
  • Publisher : Springer Science & Business Media
  • Release : 08 February 2006
GET THIS BOOKApplied Semi-Markov Processes

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Semi-Markov Processes: Applications in System Reliability and Maintenance

Semi-Markov Processes: Applications in System Reliability and Maintenance
  • Author : Franciszek Grabski
  • Publisher : Elsevier
  • Release : 25 September 2014
GET THIS BOOKSemi-Markov Processes: Applications in System Reliability and Maintenance

Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly

Semi-Markov Chains and Hidden Semi-Markov Models toward Applications

Semi-Markov Chains and Hidden Semi-Markov Models toward Applications
  • Author : Vlad Stefan Barbu,Nikolaos Limnios
  • Publisher : Springer Science & Business Media
  • Release : 07 January 2009
GET THIS BOOKSemi-Markov Chains and Hidden Semi-Markov Models toward Applications

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied

Semi-Markov Processes and Reliability

Semi-Markov Processes and Reliability
  • Author : N. Limnios,G. Oprisan
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2012
GET THIS BOOKSemi-Markov Processes and Reliability

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the

Continuous Semi-Markov Processes

Continuous Semi-Markov Processes
  • Author : Boris Harlamov
  • Publisher : John Wiley & Sons
  • Release : 01 March 2013
GET THIS BOOKContinuous Semi-Markov Processes

This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers

Markov Processes for Stochastic Modeling

Markov Processes for Stochastic Modeling
  • Author : Oliver Ibe
  • Publisher : Newnes
  • Release : 22 May 2013
GET THIS BOOKMarkov Processes for Stochastic Modeling

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas

Semi-Markov Models

Semi-Markov Models
  • Author : Jacques Janssen
  • Publisher : Springer Science & Business Media
  • Release : 11 November 2013
GET THIS BOOKSemi-Markov Models

This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers

Semi-Markov Processes and Reliability

Semi-Markov Processes and Reliability
  • Author : N. Limnios,G. Oprisan
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2012
GET THIS BOOKSemi-Markov Processes and Reliability

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the

Stochastic Models in Queueing Theory

Stochastic Models in Queueing Theory
  • Author : Jyotiprasad Medhi
  • Publisher : Elsevier
  • Release : 06 November 2002
GET THIS BOOKStochastic Models in Queueing Theory

This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as server-vacation models, diffusion approximations and optimal operating policies, and more about bulk-arrival and bull-service models than other general texts. * Current, clear and comprehensive coverage * A wealth of interesting and relevant examples and exercises to reinforce concepts * Reference lists provided

Semi-Markov Models and Applications

Semi-Markov Models and Applications
  • Author : Jacques Janssen,Nikolaos Limnios
  • Publisher : Springer Science & Business Media
  • Release : 01 December 2013
GET THIS BOOKSemi-Markov Models and Applications

This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers

Semi-Markov Risk Models for Finance, Insurance and Reliability

Semi-Markov Risk Models for Finance, Insurance and Reliability
  • Author : Jacques Janssen,Raimondo Manca
  • Publisher : Springer Science & Business Media
  • Release : 15 May 2007
GET THIS BOOKSemi-Markov Risk Models for Finance, Insurance and Reliability

Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.

Applied Probability

Applied Probability
  • Author : Valérie Girardin,Nikolaos Limnios
  • Publisher : Springer
  • Release : 12 September 2018
GET THIS BOOKApplied Probability

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of

Semi-Markov Models

Semi-Markov Models
  • Author : Yuriy E Obzherin,Elena G Boyko
  • Publisher : Academic Press
  • Release : 03 February 2015
GET THIS BOOKSemi-Markov Models

Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications. In particular, this information can be applied to build models of reliability, queuing systems, and technical control. Beginning with a brief introduction to the area, the book covers semi-Markov models for different control strategies in one-component systems, defining their stationary characteristics of reliability and efficiency,

Safety and Reliability – Safe Societies in a Changing World

Safety and Reliability – Safe Societies in a Changing World
  • Author : Stein Haugen,Anne Barros,Coen van Gulijk,Trond Kongsvik,Jan Erik Vinnem
  • Publisher : CRC Press
  • Release : 15 June 2018
GET THIS BOOKSafety and Reliability – Safe Societies in a Changing World

Safety and Reliability – Safe Societies in a Changing World collects the papers presented at the 28th European Safety and Reliability Conference, ESREL 2018 in Trondheim, Norway, June 17-21, 2018. The contributions cover a wide range of methodologies and application areas for safety and reliability that contribute to safe societies in a changing world. These methodologies and applications include: - foundations of risk and reliability assessment and management - mathematical methods in reliability and safety - risk assessment - risk management - system