Results 111 to 120 of about 11,121 (142)

Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks

2007
Janssen Jacques, Manca Raimondo
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Semi-Markov model of a renewal process with switching

Journal of Mathematical Sciences, 1994
A semi-Markov process with a discrete-continuous phase space is applied to describe a renewal process with switching. Formulas are derived for the stationary distribution of the embedded Markov chain and the stationary characteristics of the system.
Yu. E. Obzherin, A. I. Peschanskii, A. V. Skatkov   +2 more
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Application of Markov renewal theory and semi‐Markov decision processes in maintenance modeling and optimization of multi‐unit systems

Naval Research Logistics (NRL), 2020
AbstractIn this paper, a condition‐based maintenance model for a multi‐unit production system is proposed and analyzed using Markov renewal theory. The units of the system are subject to gradual deterioration, and the gradual deterioration process of each unit is described by a three‐state continuous time homogeneous Markov chain with two working ...
Nooshin Salari, Viliam Makis
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Limit theorems for recurrent semi-Markov processes and Markov renewal processes

Journal of Soviet Mathematics, 1987
The paper contains four CLT-type results for \(\phi\)-recurrent semi-Markov and Markov renewal processes. Berry-Esseen bounds are also discussed. The results generalize some previous results of the author, Dokl. Akad. Nauk SSSR 276, 1304-1309 (1984); \textit{A. V. Nagaev}, Litov. Mat. Sb. 10, 109- 119 (1970; Zbl 0213.196) and \textit{E. Bolthausen}, Z.
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Countable State Space Markov Renewal and Semi-Markov Processes

2001
In this chapter we present basic results for the countable case. By “countable case” we mean that the state space E is finite or countable and that e = P(E). We give two different kinds of results: the first one concerns some specialization of the general case; the second one concerns results which can be stated only in the countable case, as the ...
N. Limnios, G. Oprişan
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Filtering of Markov renewal queues, III: semi-Markov processes embedded in feedback queues

Advances in Applied Probability, 1984
In Part I (Hunter) a study of feedback queueing models was initiated. For such models the queue-length process embedded at all transition points was formulated as a Markov renewal process (MRP). This led to the observation that the queue-length processes embedded at any of the ‘arrival', ‘departure', ‘feedback', ‘input', ‘output' or ‘external ...
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A semimarkov model of a renewal process with an unreliable switch

Journal of Mathematical Sciences, 1996
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Obzherin, Yu. E., Peschanskij, A. I.
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Semi-Markov and Markov Renewal Processes

2011
State space is usually defined by the number of units that are working satisfactorily. As far as the applications to reliability theory is concerned, we consider only a finite number of states, contrast with a queueing theory. We mention only the theory of stationary Markov processes with a finite-state space. It is shown that transition probabilities,
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On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process

Ukrainian Mathematical Journal, 2004
We obtain chains of equations that relate the sojourn times of a semi-Markov process in a set of states to its Markov renewal function. We use the mathematical apparatus of the theory of Markov and semi-Markov processes.
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Some renewal-theoretic investigations in the theory of sojourn times in finite semi-Markov processes

Journal of Applied Probability, 1991
In this note, an irreducible semi-Markov process is considered whose finite state space is partitioned into two non-empty sets A and B. Let MB (t) stand for the number of visits of Y to B during the time interval [0, t], t > 0. A renewal argument is used to derive closed-form expressions for the Laplace transform (with respect to
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