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Topics in Markov Additive Processes

Topics in Markov Additive Processes PDF Author: Elja Arjas
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description

Topics in Markov Additive Processes

Topics in Markov Additive Processes PDF Author: Elja Arjas
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description

Markov-modulated Processes & Semiregenerative Phenomena

Markov-modulated Processes & Semiregenerative Phenomena PDF Author: Ant¢nio Pacheco
Publisher: World Scientific
ISBN: 9812793186
Category : Mathematics
Languages : en
Pages : 237

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Book Description
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.

One-sided Markov Additive Processes and Related Exit Problems

One-sided Markov Additive Processes and Related Exit Problems PDF Author: Jevgenijs Ivanovs
Publisher:
ISBN: 9789088913112
Category :
Languages : en
Pages : 127

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Book Description

Markov-additive Processes Arising in Storage Models for Communications Systems

Markov-additive Processes Arising in Storage Models for Communications Systems PDF Author: António Pacheco
Publisher:
ISBN:
Category :
Languages : en
Pages : 302

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Book Description

Ladder Sets of Markov Additive Processes

Ladder Sets of Markov Additive Processes PDF Author: Haya Kaspi
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 338

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Book Description

Markov Processes Applied to Control, Replacement, and Signal Analysis

Markov Processes Applied to Control, Replacement, and Signal Analysis PDF Author: Erhan Cinlar
Publisher:
ISBN:
Category :
Languages : en
Pages : 9

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Book Description
Research efforts during this period concentrated on the following topics: (a) Deformation of Solids; (b) Markov and Semimarkov Models of Deterioration; (c) Regenerative Systems and Markov Additive Processes; (d) Excursions of Markov Processes; and (e) Brownian Motion on Riemannian Manifolds.

The Time to Ruin for a Class of Markov Additive Processes

The Time to Ruin for a Class of Markov Additive Processes PDF Author: Martin Jacobsen
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Markov Processes and Potential Theory

Markov Processes and Potential Theory PDF Author:
Publisher: Academic Press
ISBN: 0080873413
Category : Mathematics
Languages : en
Pages : 325

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Book Description
Markov Processes and Potential Theory

On the limit theory and general structure of Markov-additive processes

On the limit theory and general structure of Markov-additive processes PDF Author: Seppo Niemi
Publisher:
ISBN: 9789519972046
Category :
Languages : en
Pages : 7

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Book Description

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics PDF Author: Zied Ben Salah
Publisher:
ISBN: 9780494975923
Category :
Languages : en
Pages :

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Book Description