Results 81 to 90 of about 1,070 (159)

The Distribution Of Costs In Markov Renewal Processes (theoretical And Num. Aspects)

open access: yes, 2007
INTRODUCTION The mathematical questions to be discussed in this contribution arose in analyzing and modelling energy systems. For the purposes of picturing the processes involved, we think of a system which moves from one state to another with random ...
Report Des
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On the Markov renewal theorem

open access: yes
Let (S, £) be a measurable space with countably generated [sigma]-field £ and (Mn, Xn)n[greater-or-equal, slanted]0 a Markov chain with state space S x and transition kernel :S x ( [circle times operator] )-->[0, 1].
Alsmeyer, Gerold
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The rate of occurrence of failures for semi-Markov processes and estimation

open access: yes
This paper investigates the rate of occurrence of failures (ROCOF) of finite state semi-Markov systems. Firstly, a formula for evaluating the ROCOF for semi-Markov systems is derived. As a consequence of this result, we derive the ROCOF of Markov systems
Limnios, Nikolaos, Ouhbi, Brahim
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Estimation of the stationary distribution of semi-Markov processes with Borel state space

open access: yes
We present an empirical estimator of the stationary distribution of continuous time semi-Markov processes with Borel state space. It comes as a particular case of an estimator of a linear functional of the stationary distribution.
Limnios, N.
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