Results 11 to 20 of about 460 (112)
Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk [PDF]
Mathematics, 2020 For a G-inhomogeneous semi-Markov chain and G-inhomogeneous Markov renewal processes, we study the change from real probability measure into a forward probability measure.
P.-C.G. Vassiliou
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A Semi-Markov Model with Geometric Renewal Processes
Methodology and Computing in Applied Probability, 2023 Abstract We consider a system modeled by a semi-Markov process where we include geometric renewal process for sojourn times. Pérez-Ocón and Torres-Castro first study this system [1]. In our work here we consider an extended state space for up and down times separately. This allows us to use the standard theory for semi-Markov processes in order
Mitra Fouladirad +2 more
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Limit Theorems for Semi-Markov Processes and Renewal Theory for Markov Chains
Annals of Probability, 1978 With any Harris-recurrent Markov chain one can associate a sequence of random times at which the chain has the same distribution, and the chain can thereby be shown to be equivalent to one having a recurrence point. This idea makes available a regeneration scheme for such chains, which is exploited in this paper to prove the ergodic theorem for semi ...
K B Athreya, P Ney
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Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications
Mathematics, 2021 In this paper, we introduced controlled discrete-time semi-Markov random evolutions. These processes are random evolutions of discrete-time semi-Markov processes where we consider a control. applied to the values of random evolution.
Anatoliy Swishchuk, Nikolaos Limnios
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Semi-Markov Model of the System of Repairs and Preventive Replacements by Age of City Buses
Applied Sciences, 2021 The paper presents a mathematical model of the system of repairs and preventive replacements by age of city buses. The mathematical model was developed using the theory of semi-Markov processes.
Klaudiusz Migawa +3 more
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A Markov regenerative process with recurrence time and its application
Financial Innovation, 2021 This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times, in particular, forward and backward recurrence processes. We obtain the transient solution of the process in the form of a generalized Markov renewal
Puneet Pasricha, Dharmaraja Selvamuthu
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MATEC Web of Conferences, 2018 In the article a common semi-Markov mathematical model is considered that allows one to investigate the productivity and reliability of various technological processes of mechanical assembly production.
Rapatskiy Yuri +5 more
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The Renewal Process Generated By Return Times of Semi-Markov Process in Reliability Models [PDF]
Journal of KONBiN, 2017 Abstract The renewal process generated by the return times of semi-Markov process to a given state is considered in the paper. The return time to a state j and also a first passage time from a given state i to the state j of semi-Markov process are basic concepts that are used to determine this process.
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Informational and Causal Architecture of Continuous-time Renewal and Hidden Semi-Markov Processes
CoRR, 2016 We introduce the minimal maximally predictive models (ε-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and causal-state transitions are described by partial differential equations.
Marzen, Sarah E., Crutchfield, James P.
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International Journal of Cancer, EarlyView.ABSTRACT Esophageal adenocarcinoma (EAC) exhibits marked male predominance with male‐to‐female ratios reaching 8.5:1, yet the molecular basis underlying this sex disparity remains poorly characterized. We analyzed 92 EAC specimens using mass spectrometry–based proteomics, comprising 47 female and 45 male tumors from treatment‐naïve patients ...
Alexander Quaas +8 more
wiley +1 more source