Results 51 to 60 of about 1,070 (159)

Estimation of the stationary distribution of a semi-Markov chain

This article is concerned with the estimation of the stationary distribution of a discretetime semi-Markov process. After briefly presenting the discrete-time semi-Markov setting, wepropose an estimator of the associated stationary distribution. The main
Bulla, Jan, Barbu, Vlad, Maruotti, Antonello   +2 more
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Wide sense one-dependent processes with embedded Harris chains and their applications in inventory management

In this paper we consider stochastic processes with an embedded Harris chain. The embedded Harris chain describes the dependence structure of the stochastic process.
Bazsa, E.M., Iseger, P. den
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Potentials associated with recurrent Markov renewal processes

, 1966
In [1] and more recently in [2], Chapters III and VII, Spitzer constructs potentials for a particular class of recurrent Markov chains (M.C.'s), namely, the class of recurrent random walks on the n-dimensional lattice of integers (n = 1 or 2). In [3], [4]
Schaufele, Ronald A
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A Journey in the World of Stochastic Processes

, 2018
This paper presents a survey of research results obtained by the authorand his collaborators in the areas of limit theorems for Markov-type processes andrandomly stopped stochastic processes, renewal theory and ergodic theorems forperturbed stochastic ...
Silvestrov, Dmitrii,, Dmitrii Silvestrov
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Statistical tests for the comparison of Markov renewal processes

, 1975
This dissertation investigates statistical tests for comparing two or more independent Markov Renewal Processes. Tests are derived by extending statistical methods of Markov Chains to the Markov Renewal Processes.
Stewart, Gerald Ray
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Non-identifiability of the two state Markovian Arrival process [PDF]

In this paper we consider the problem of identifiability of the two-state Markovian Arrival process (MAP2). In particular, we show that the MAP2 is not identifiable and conditions are given under which two different sets of parameters, induce identical ...
Michael P. Wiper, Rosa E. Lillo, Pepa Ramirez   +2 more
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Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips

, 2012
We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non existence of moments for first-passage and last-exit times.
MacPhee, Iain M., MacPhee, I.M., Menshikov, Mikhail V., Wade, Andrew, Ostap Hryniv, Mikhail Menshikov, Hryniv, Ostap, Wade, Andrew R., Andrew Wade, Iain MacPhee   +9 more
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Semi-Markov processes and [alpha]-invariant distributions

A semi-Markov process is easily made Markov by adding some auxiliary random variables. This paper discusses the I-type quasi-stationary distributions of such "extended" processes, and the [alpha]-invariant distributions for the corresponding Markov ...
Arjas, E., Nummelin, E.
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Some algebraic methods in semi-Markov chains

, 2010
This article is concerned with algebraic methods develoed for discrete-time semi-Markov processes with state space. after a short presentation of infinite matrices and associated operations, we discribe the discrete-time semi-Markov setting.
Limnios, Nikolaos, Nikolaos Limnios, Vlad Stefan Barbu, Barbu, Vlad Stefan   +3 more
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Plenary Abstracts Session & Oral Presentations

HemaSphere, Volume 10, Issue S1, June 2026.
wiley   +1 more source