Semi-Markov models and applications /

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Bibliographic Details
Imprint:Dordrecht ; Boston : Kluwer Academic Publishers, c1999.
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
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Other authors / contributors:Janssen, Jacques, 1939-
Limnios, N. (Nikolaos)
International Symposium on Semi-Markov Models: Theory and Applications (2nd : 1998 : Compiègne, France)
ISBN:0792359631 (hb)
Notes:Includes bibliographical references and index.
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.