Contributions to the Theory of Piecewise Deterministic Markov Processes and Applications to Generalized Age Processes and Storage Models

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ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.:/5 (179 download)

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Book Synopsis Contributions to the Theory of Piecewise Deterministic Markov Processes and Applications to Generalized Age Processes and Storage Models by : Andreas Löpker

Download or read book Contributions to the Theory of Piecewise Deterministic Markov Processes and Applications to Generalized Age Processes and Storage Models written by Andreas Löpker and published by . This book was released on 2005 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Markov Renewal and Piecewise Deterministic Processes

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ISBN 13 : 9783030704483
Total Pages : 0 pages
Book Rating : 4.7/5 (44 download)

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Book Synopsis Markov Renewal and Piecewise Deterministic Processes by : Christiane Cocozza-Thivent

Download or read book Markov Renewal and Piecewise Deterministic Processes written by Christiane Cocozza-Thivent and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, biology, communication networks, dependability, supply management, etc. Indeed, the PDMPs studied so far are in fact deterministic functions of CSMPs (Completed Semi-Markov Processes), i.e. semi-Markov processes completed to become Markov processes. This remark leads to considerably broaden the definition of PDMPs and allows their properties to be deduced from those of CSMPs, which are easier to grasp. Stability is studied within a very general framework. In the other chapters, the results become more accurate as the assumptions become more precise. Generalized Chapman-Kolmogorov equations lead to numerical schemes. The last chapter is an opening on processes for which the deterministic flow of the PDMP is replaced with a Markov process. Marked point processes play a key role throughout this book.

Piecewise-deterministic Markov Processes

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ISBN 13 :
Total Pages : 388 pages
Book Rating : 4.:/5 (756 download)

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Book Synopsis Piecewise-deterministic Markov Processes by : M. H. A. Davis

Download or read book Piecewise-deterministic Markov Processes written by M. H. A. Davis and published by . This book was released on 1984 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Semi-Markov Processes and Reliability

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Publisher : Springer Science & Business Media
ISBN 13 : 1461201616
Total Pages : 226 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Semi-Markov Processes and Reliability by : N. Limnios

Download or read book Semi-Markov Processes and Reliability written by N. Limnios and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.

The Dynkin Festschrift

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Publisher : Springer Science & Business Media
ISBN 13 : 9780817636968
Total Pages : 460 pages
Book Rating : 4.6/5 (369 download)

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Book Synopsis The Dynkin Festschrift by : Mark Iosifovich Freĭdlin

Download or read book The Dynkin Festschrift written by Mark Iosifovich Freĭdlin and published by Springer Science & Business Media. This book was released on 1994 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eugene B. Dynkin published his first paper, on Markov chain theory, whilst still an undergraduate student at Moscow State University. He went on to make fundamental contributions to the theory of Markov processes and to Lie groups, generating entire schools in these areas.

Elements of the Theory of Markov Processes and Their Applications

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ISBN 13 : 9781258442309
Total Pages : 480 pages
Book Rating : 4.4/5 (423 download)

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Book Synopsis Elements of the Theory of Markov Processes and Their Applications by : Albert T. Bharucha-Reid

Download or read book Elements of the Theory of Markov Processes and Their Applications written by Albert T. Bharucha-Reid and published by . This book was released on 2012-07-01 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Excursions of Markov Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 1468494120
Total Pages : 287 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Excursions of Markov Processes by : Robert M. Blumenthal

Download or read book Excursions of Markov Processes written by Robert M. Blumenthal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T

Piecewise Deterministic Markov Processes

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ISBN 13 :
Total Pages : 131 pages
Book Rating : 4.:/5 (855 download)

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Book Synopsis Piecewise Deterministic Markov Processes by : Taleb Salameh Odeh Alkurdi

Download or read book Piecewise Deterministic Markov Processes written by Taleb Salameh Odeh Alkurdi and published by . This book was released on 2013 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On Level Crossings for a General Class of Piecewise-deterministic Markov Processes

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ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (315 download)

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Book Synopsis On Level Crossings for a General Class of Piecewise-deterministic Markov Processes by : K. A. Borovkov

Download or read book On Level Crossings for a General Class of Piecewise-deterministic Markov Processes written by K. A. Borovkov and published by . This book was released on 2007 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Piecewise Deterministic Markov Processes and Investment Theory Under Uncertainty

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ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (535 download)

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Book Synopsis Piecewise Deterministic Markov Processes and Investment Theory Under Uncertainty by : Giorgio Pizzutto

Download or read book Piecewise Deterministic Markov Processes and Investment Theory Under Uncertainty written by Giorgio Pizzutto and published by . This book was released on 1996 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Markov Processes

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Publisher : Springer
ISBN 13 : 9783662000328
Total Pages : 366 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Markov Processes by : Evgenij Borisovic Dynkin

Download or read book Markov Processes written by Evgenij Borisovic Dynkin and published by Springer. This book was released on 2012-08-15 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian motion (L. BACHELlER 1900, A. EIN STEIN 1905). The first correct mathematical construction of a Markov process with continuous trajectories was given by N. WIENER in 1923. (This process is often called the Wiener process.) The general theory of Markov processes was developed in the 1930's and 1940's by A. N. KOL MOGOROV, W. FELLER, W. DOEBLlN, P. LEVY, J. L. DOOB, and others. During the past ten years the theory of Markov processes has entered a new period of intensive development. The methods of the theory of semigroups of linear operators made possible further progress in the classification of Markov processes by their infinitesimal characteristics. The broad classes of Markov processes with continuous trajectories be came the main object of study. The connections between Markov pro cesses and classical analysis were further developed. It has become possible not only to apply the results and methods of analysis to the problems of probability theory, but also to investigate analytic problems using probabilistic methods. Remarkable new connections between Markov processes and potential theory were revealed. The foundations of the theory were reviewed critically: the new concept of strong Markov process acquired for the whole theory of Markov processes great importance.

A Piecewise Deterministic Markov Process Model for Flexible Maufacturing Systems with Preventive Maintenance

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Total Pages : pages
Book Rating : 4.:/5 (594 download)

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Book Synopsis A Piecewise Deterministic Markov Process Model for Flexible Maufacturing Systems with Preventive Maintenance by : El-Kébir Boukas

Download or read book A Piecewise Deterministic Markov Process Model for Flexible Maufacturing Systems with Preventive Maintenance written by El-Kébir Boukas and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Optimal Control of Piecewise Deterministic Markov Processes

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Publisher : National Library of Canada = Bibliothèque nationale du Canada
ISBN 13 : 9780315645134
Total Pages : 127 pages
Book Rating : 4.6/5 (451 download)

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Book Synopsis Optimal Control of Piecewise Deterministic Markov Processes by : Juan Juan Ye

Download or read book Optimal Control of Piecewise Deterministic Markov Processes written by Juan Juan Ye and published by National Library of Canada = Bibliothèque nationale du Canada. This book was released on 1990 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Construction Theory of Denumerable Markov Processes

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ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis The Construction Theory of Denumerable Markov Processes by : Xiangqun Yang

Download or read book The Construction Theory of Denumerable Markov Processes written by Xiangqun Yang and published by . This book was released on 1990-12-21 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reaches the forefront of research in the construction theory of denumerable Markov processes and gives impetus to the development of probability theory. Introduces Markov processes and their construction; surveys research in the field; and presents the author's original results, which include complete solutions to some important problems, many published here for the first time in English. Complete solutions are given for two key construction problems: birth-death processes and two-sided birth-death processes.

Optimal Control of Piecewise Deterministic Markov Process

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ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (756 download)

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Book Synopsis Optimal Control of Piecewise Deterministic Markov Process by : D. Vermes

Download or read book Optimal Control of Piecewise Deterministic Markov Process written by D. Vermes and published by . This book was released on 1985 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Markov Processes and Potential Theory: Proceedings of a Symposium Conducted by the Mathematics Research Center and the United States Army at the University of Wisconsin, Madison May 1st - 3rd, 1967

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)

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Book Synopsis Markov Processes and Potential Theory: Proceedings of a Symposium Conducted by the Mathematics Research Center and the United States Army at the University of Wisconsin, Madison May 1st - 3rd, 1967 by : madison Symposium on markov processes and potential theory (1967.c)

Download or read book Markov Processes and Potential Theory: Proceedings of a Symposium Conducted by the Mathematics Research Center and the United States Army at the University of Wisconsin, Madison May 1st - 3rd, 1967 written by madison Symposium on markov processes and potential theory (1967.c) and published by . This book was released on 1967 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Conditional Markov Processes and Their Application to the Theory of Optimal Control

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ISBN 13 :
Total Pages : 376 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Conditional Markov Processes and Their Application to the Theory of Optimal Control by : R. L. Stratonovich

Download or read book Conditional Markov Processes and Their Application to the Theory of Optimal Control written by R. L. Stratonovich and published by . This book was released on 1968 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: