Applied semi-markov processes

Author(s)

• Janssen, Jacques
• Manca, Raimondo

Bibliographic Information

Applied semi-markov processes

Jacques Janssen, Raimondo Manca

Springer, c2006

Note

Includes bibliographical references and index

Description and Table of Contents

Description

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 and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Table of Contents

Probability Tools for Stochastic Modelling.- Renewal Theory.- Markov Chains.- Markov Renewal Processes, Markov Random Walks and Semi-Markov Processes.- Functionals of (J-X) Processes.- Non-Homogeneous Markov and Semi-Markov Processes.- Markov and Semi-Markov Reward Processes.

by "Nielsen BookData"

Details

• NCID: BA75041932
• ISBN:
  • 9780387295473
• LCCN: 2005933791
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York, NY
• Pages/Volumes: xii, 309 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.7 .J36
  • SG : 510
• Subject Headings:
  • LCSH : Markov processes
  • LCSH : Renewal theory