Semi-Markov models and applications /
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Imprint: | Dordrecht ; Boston : Kluwer Academic Publishers, c1999. |
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Description: | xxi, 404 p. : ill. ; 25 cm. |
Language: | English |
Subject: | Markov processes -- Congresses. Renewal theory -- Congresses. Markov processes. Renewal theory. Conference papers and proceedings. |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4260314 |
Table of Contents:
- 1. The Solidarity of Markov Renewal Processes / Ronald Pyke
- 2. A Generalization of Semi-Markov Processes / Marius Iosifescu
- 3. Quasi-stationary Phenomena for Semi-Markov Processes / Mats Gyllenberg and Dmitrii S. Silvestrov
- 4. Semi-Markov Random Walks / Vladimir S. Korolyuk
- 5. Diffusion Approximation for Processes with Semi-Markov Switches / Vladimir V. Anisimov
- 6. Approximations for Semi-Markov Single Ion Channel Models / Susan M. Pitts
- 7. Log-likelihood in Stochastic Processes / George G. Roussas and Debasis Bhattacharya
- 8. Some Asymptotic Results and Exponential Approximation in Semi-Markov Models / George G. Roussas and Debasis Bhattacharya
- 9. Markov Renewal Processes and Exponential Families / Valeri T. Stefanov
- 10. On Homogeneity of Two Semi-Markov Samples / Larisa Afanasyeva and Peter Radchenko
- 11. Product-Type Estimator of Convolutions / Ilya Gertsbakh and I. Spungin
- 12. Failure Rate Estimation of Semi-Markov Systems / Brahim Ouhbi and Nikolaos Limnios
- 13. Estimation for Semi-Markov Manpower Models in a Stochastic Environment / Sally McClean and Erin Montgomery
- 14. Semi-Markov Models for Lifetime Data Analysis / Rafael Perez-Ocon, Juan Eloy Ruiz-Castro and M. Luz Gamiz-Perez
- 15. Continuous Time Non Homogeneous Semi-Markov Systems / Aleka A. Papadopulou and Panagiotis C. G. Vassiliou
- 16. The Perturbed Non-Homogeneous Semi-Markov System / Panagiotis C. G. Vassiliou and Helena Tsakiridou
- 17. Semi-Markov Queues with Heavy Tails / Soren Asmussen
- 18. MR Modelling of Poisson Traffic at Intersections Having Separate Turn Lanes / Rudy Gideon and Ronald Pyke
- 19. Stochastic Stability and Optimal Control in Insurance Mathematics / Anatoly Swishchuk
- 20. Option Pricing with Semi-Markov Volatility / Jacques Janssen, Raimondo Manca and Ernesto Volpe
- 21. Applications of Semi-Markov Processes in Reliability and Maintenance / Mohamed Abdel-Hameed
- 22. Controlled Queueing Systems with Recovery Functions / Tadashi Dohi, Shunji Osaki and Naoto Kaio
- 23. Continuous Semi-Markov Models for Chromatography / Boris P. Harlamov
- 24. The Stress Tensor of the Closed Semi-Markov System. Energy and Entropy / George M. Tsaklidis.