Semi Markov Processes and Reliability

Written By N. Limnios
Semi Markov Processes and Reliability
  • Publsiher : Springer Science & Business Media
  • Release : 06 December 2012
  • ISBN : 1461201616
  • Pages : 222 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Semi Markov Processes and Reliability written by N. Limnios which was release on 06 December 2012, this book published by Springer Science & Business Media. Available in PDF, EPUB and Kindle Format. 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.

Semi Markov Processes and Reliability

Semi Markov Processes and Reliability
  • Author : N. Limnios,G. Oprisan
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 222
  • ISBN : 1461201616
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Summary : 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 ...

Semi Markov Models

Semi Markov Models
  • Author : Jacques Janssen
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-11-11
  • Total pages : 588
  • ISBN : 1461201616
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Summary : 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 ...

Applied Semi Markov Processes

Applied Semi Markov Processes
  • Author : Jacques Janssen,Raimondo Manca
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-02-08
  • Total pages : 310
  • ISBN : 1461201616
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Summary : 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 ...

Continuous Semi Markov Processes

Continuous Semi Markov Processes
  • Author : Boris Harlamov
  • Publisher : John Wiley & Sons
  • Release Date : 2013-03-01
  • Total pages : 448
  • ISBN : 1461201616
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Summary : 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, ...

Nonlinearly Perturbed Semi Markov Processes

Nonlinearly Perturbed Semi Markov Processes
  • Author : Dmitrii Silvestrov,Sergei Silvestrov
  • Publisher : Springer
  • Release Date : 2017-09-06
  • Total pages : 143
  • ISBN : 1461201616
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Summary : 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 ...

Semi Markov Processes Applications in System Reliability and Maintenance

Semi Markov Processes  Applications in System Reliability and Maintenance
  • Author : Franciszek Grabski
  • Publisher : Elsevier
  • Release Date : 2014-09-25
  • Total pages : 270
  • ISBN : 1461201616
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Summary : 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 ...

Semi Markov Chains and Hidden Semi Markov Models toward Applications

Semi Markov Chains and Hidden Semi Markov Models toward Applications
  • Author : Vlad Stefan Barbu,Nikolaos Limnios
  • Publisher : Springer Science & Business Media
  • Release Date : 2009-01-07
  • Total pages : 226
  • ISBN : 1461201616
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Summary : 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 ...

Perturbed Semi Markov Type Processes I

Perturbed Semi Markov Type Processes I
  • Author : Dmitrii Silvestrov
  • Publisher : Springer Nature
  • Release Date : 2022-03-25
  • Total pages : 401
  • ISBN : 1461201616
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Summary : This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necessary and sufficient conditions for weak convergence for first-rare-event times and ...

Semi Markov Models and Applications

Semi Markov Models and Applications
  • Author : Jacques Janssen,Nikolaos Limnios
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-12-01
  • Total pages : 404
  • ISBN : 1461201616
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Summary : 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 ...

Perturbed Semi Markov Type Processes II

Perturbed Semi Markov Type Processes II
  • Author : Dmitrii Silvestrov
  • Publisher : Springer Nature
  • Release Date : 2022-05-29
  • Total pages : 212
  • ISBN : 1461201616
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Summary : Download or read online Perturbed Semi Markov Type Processes II written by Dmitrii Silvestrov, published by Springer Nature which was released on . Get Perturbed Semi Markov Type Processes II Books now! Available in PDF, ePub and Kindle....

Markov Processes for Stochastic Modeling

Markov Processes for Stochastic Modeling
  • Author : Masaaki Kijima
  • Publisher : Springer
  • Release Date : 2013-12-19
  • Total pages : 341
  • ISBN : 1461201616
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Summary : This book presents an algebraic development of the theory of countable state space Markov chains with discrete- and continuous-time parameters. A Markov chain is a stochastic process characterized by the Markov prop erty that the distribution of future depends only on the current state, not on the whole history. Despite ...

Two Topics in Semi markov Processes 1 Semi markov Processes which are Functions of Markov Chains 2 Estimation of the Parameters of a Semi markov Process from Aggregate Data

Two Topics in Semi markov Processes   1  Semi markov Processes which are Functions of Markov Chains   2  Estimation of the Parameters of a Semi markov Process from Aggregate Data
  • Author : S. A. Shulman
  • Publisher : Unknown
  • Release Date : 1977
  • Total pages : 221
  • ISBN : 1461201616
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Summary : Download or read online Two Topics in Semi markov Processes 1 Semi markov Processes which are Functions of Markov Chains 2 Estimation of the Parameters of a Semi markov Process from Aggregate Data written by S. A. Shulman, published by which was released on 1977. Get Two Topics in Semi markov Processes 1 Semi ...

Semi Markov Random Evolutions

Semi Markov Random Evolutions
  • Author : Vladimir S. Korolyuk,Anatoly Swishchuk
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 310
  • ISBN : 1461201616
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Summary : The evolution of systems in random media is a broad and fruitful field for the applica tions of different mathematical methods and theories. This evolution can be character ized by a semigroup property. In the abstract form, this property is given by a semigroup of operators in a normed vector (...

The Theory of Stochastic Processes II

The Theory of Stochastic Processes II
  • Author : I.I. Gikhman,A.V. Skorokhod
  • Publisher : Springer Science & Business Media
  • Release Date : 2004-03-22
  • Total pages : 443
  • ISBN : 1461201616
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Summary : From the Reviews: "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian ...

Stochastic Processes Modeling and Simulation

Stochastic Processes  Modeling and Simulation
  • Author : D N Shanbhag,Calyampudi Radhakrishna Rao
  • Publisher : Gulf Professional Publishing
  • Release Date : 2003-03-10
  • Total pages : 1000
  • ISBN : 1461201616
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Summary : This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various ...