Results 81 to 90 of about 443 (121)

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
openaire   +1 more source

Computational Methods for Renewal Theory and Semi-Markov Processes with Illustrative Examples

The American Statistician, 1988
Abstract Some illustrative applications of semi-Markov processes in biostatistics, demography, and queuing theory are discussed. Algorithms for implementing such processes on a computer are also described, with suggestions for statistical inference based on models constructed from renewal theory and semi-Markov processes.
Charles J. Mode, Gary T. Pickens
openaire   +1 more source

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
openaire   +1 more source

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.
openaire   +2 more sources

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
openaire   +1 more source

Optimal sequential estimation for semi-markov and markov renewal processes

Communications in Statistics - Theory and Methods, 1991
We consider the problem of obtaining efficient estimators and sampling plans for semi-Markov and Markov-renewal processes. A lower bound for the variance of an unbiased estimator of a function of the parameters is obtained under a sequential scheme and we characterize the parametric functions and sampling plans which admit minimum variance unbiased ...
openaire   +1 more source

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 ...
openaire   +2 more sources

A semimarkov model of a renewal process with an unreliable switch

Journal of Mathematical Sciences, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Obzherin, Yu. E., Peschanskij, A. I.
openaire   +1 more source

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,
openaire   +1 more source

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Acta Applicandae Mathematicae, 1994
The paper contains results on coupling procedures aimed at obtaining rate of convergence results in certain models. The models considered are Markov renewal processes, semi-Markov renewal equations and applications to random processes with semi-Markov switching, a special case of which are regenerative processes.
openaire   +2 more sources