Results 61 to 70 of about 1,070 (159)
, 1994 Let (S, £) be a measurable space with countably generated σ-field £ and (Mn, Xn)n⩾0 a Markov chain with state space S × R and transition kernel P:S × (L ⊗ B)→[0, 1]. Then (Mn,Sn)n⩾0, where Sn = X0+⋯+Xn for n⩾0, is called the associated Markov random walk.
Alsmeyer, Gerold
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Departure processes from MAP/PH/1 queues
, 1999 A MAP/PH/1 queue is a queue having a Markov arrival process (MAP), and a single server with phase-type (PH -type) distributed service time. This thesis considers the departure process from these type of queues.
Green, David Anthony
core
Limit Theorems for Stopped Functionals of Markov Renewal Processes
Markov renewal process, semi-Markov process, Harris recurrent, stopped sums, m-dependence, Anscombe's theorem, law of large numbers, central limit theorem, law of the iterated logarithm,
Allan Gut, Gerold Alsmeyer
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Inference, Prediction, & Entropy-Rate Estimation of Continuous-Time, Discrete-Event Processes. [PDF]
Entropy (Basel), 2022 Marzen SE, Crutchfield JP.
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Estimation in a semi-markov transformation model
, 2014 Semi-Markov and modulated renewal processes provide a large class of multi-state models which can be used for analysis of longitudinal failure time data.
Dabrowska, DM
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Equivalent Markov-Renewal Processes.
, 1980 The concept of strong and weak lumpability between Markov chains was introduced by Burke and Rosenblatt in 1958. In 1969 Serfozo showed that the concept of lumpability extends easily to Markov-renewal processes (MRP's).
Simon, Burton
core
Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions
semi-Markov process, maximum likelihood estimator, transition rate, semi-Markov kernel, Markov renewal matrix, semi-Markov transition matrix, asymptotic properties,
Nikolaos Limnios, Brahim Ouhbi
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Memory Effects in Quantum Dynamics Modelled by Quantum Renewal Processes. [PDF]
Entropy (Basel), 2021 Megier N, Ponzi M, Smirne A, Vacchini B.
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