Applied Semi Markov Processes

• Author : Jacques Janssen,Raimondo Manca
• Publisher : Springer Science & Business Media
• Release : 08 February 2006

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.

• Author : Franciszek Grabski
• Publisher : Elsevier
• Release : 25 September 2014

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

• Author : N. Limnios,G. Oprisan
• Publisher : Springer Science & Business Media
• Release : 06 December 2012

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

• Author : Vlad Stefan Barbu,Nikolaos Limnios
• Publisher : Springer Science & Business Media
• Release : 07 January 2009

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

• Author : Boris Harlamov
• Publisher : John Wiley & Sons
• Release : 01 March 2013

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

• Author : Jacques Janssen,Nikolaos Limnios
• Publisher : Springer Science & Business Media
• Release : 01 December 2013

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

• Author : Vlad Stefan Barbu,Nicolas Vergne
• Publisher : John Wiley & Sons
• Release : 03 December 2020

This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival

• Author : Ronald A. Howard
• Publisher : Courier Corporation
• Release : 18 January 2013

An integrated work in two volumes, this text teaches readers to formulate, analyze, and evaluate Markov models. The first volume treats the basic process; the second, semi-Markov and decision processes. 1971 edition.

• Author : Jacques Janssen
• Publisher : Springer Science & Business Media
• Release : 11 November 2013

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

• Author : Oliver Ibe
• Publisher : Newnes
• Release : 22 May 2013

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

• Author : Dmitrii Silvestrov,Sergei Silvestrov
• Publisher : Springer
• Release : 06 September 2017

The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes.

• Author : Qiying Hu,Wuyi Yue
• Publisher : Springer Science & Business Media
• Release : 14 September 2007

Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal replacement, and optimal allocations in sequential online auctions. This dynamic new book offers fresh applications of MDPs in areas such as the control of discrete event systems and the optimal allocations in sequential online auctions.

• Author : Shmuel Tomi Klein,Carlos Martín-Vide,Dana Shapira
• Publisher : Springer
• Release : 03 April 2018

This book constitutes the refereed proceedings of the 12th International Conference on Language and Automata Theory and Applications, LATA 2018, held in Ramat Gan, Israel, in April 2018.The 20 revised full papers presented together with 3 invited papers were carefully reviewed and selected from 58 submissions. The papers cover fields like algebraic language theory, algorithms for semi-structured data mining, algorithms on automata and words, automata and logic, automata for system analysis and programme verification, automata networks, automatic structures, codes, combinatorics on words, computational complexity,

• Author : Jyotiprasad Medhi
• Publisher : Elsevier
• Release : 06 November 2002

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

• Author : Ronald A. Howard
• Publisher : Courier Corporation
• Release : 04 May 2012

An integrated work in two volumes, this text teaches readers to formulate, analyze, and evaluate Markov models. The first volume treats basic process; the second, semi-Markov and decision processes. 1971 edition.