Results 271 to 280 of about 10,800,365 (307)

On Conditional Markov Processes

Theory of Probability & Its Applications, 1960
In this paper a pair of random processes $X_t $, $Y_t $, which conjunctly form the Markov process $Z_t $ is considered. The conditional distribution of the process $Y_t $ for the condition of a known realization of the process $X_t $ during some time interval is examined. E. B.
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Functions of Markov Processes

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1966
This chapter is concerned with many-to-one functions of Markov processes. Neither the Markov property nor the Chapman-Kolmogorov equation are generally satisfied by the derived processes determined by such functions. The first section considers special circumstances under which the Chapman-Kolmogorov equation is still satisfied by the derived process ...
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Markov and Semi-Markov Processes

2018
This chapter is devoted to jump Markov processes and finite semi-Markov processes. In both cases, the index is considered as the calender time, continuously counted over the positive real line. Markov processes are continuous-time processes that share the Markov property with the discrete-time Markov chains.
Valérie Girardin, Nikolaos Limnios
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Markov Processes and Markov Families

2012
In this section we shall use intuitive arguments in order to find the distribution of M T . Rigorous arguments will be provided later in this chapter, after we introduce the notion of a strong Markov family. Thus, the problem at hand may serve as a simple example motivating the study of the strong Markov property.
Leonid Koralov, Yakov G. Sinai
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Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain

Stochastic Systems, 2022
Jan-Pieter Dorsman, Michel Mandjes, Lucas van Kreveld   +2 more
exaly  

On Extensions of a Markov Process

Theory of Probability & Its Applications, 1968
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CONDITIONED MARKOV PROCESSES

Biometrika, 1958
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Road maintenance optimization through a discrete-time semi-Markov decision process

Reliability Engineering and System Safety, 2012
Zhang Xueqing
exaly  

Markov processes

2001
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Estimation of the transition distributions of a Markov renewal process

Annals of the Institute of Statistical Mathematics, 1968
Ronald Pyke
exaly