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A discrete-time split-state framework for multi-state modeling with application to describing the course of heart disease [PDF]
BMC Medical Research MethodologyIn chronic disease epidemiology, the investigation of disease etiology has largely focused on an endpoint, while the course of chronic disease is understudied, representing a knowledge gap. Multi-state models can be used to describe the course of chronic
Ming Ding, Haiyi Chen, Feng-Chang Lin
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Probabilistic modeling and analysis of sequential cyber‐attacks
Engineering Reports, 2019 Security is one of the major challenges for promoting the computer industry. Existing models for assessing security have mostly assumed that different hazards causing the security breach are independent of each other. Dependencies however can exist among
Qisi Liu, Liudong Xing, Chencheng Zhou
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A Continuous-Time Semi-Markov System Governed by Stepwise Transitions
Mathematics, 2022 In this paper, we introduce a class of stochastic processes in continuous time, called step semi-Markov processes. The main idea comes from bringing an additional insight to a classical semi-Markov process: the transition between two states is ...
Vlad Stefan Barbu +2 more
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Quantum Semi-Markov Processes [PDF]
Physical Review Letters, 2008 We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes. General conditions for the complete positivity of the corresponding quantum dynamical maps are formulated.
H. P. Breuer, B. Vacchini
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Semi-Markov Models for Process Mining in Smart Homes
Mathematics, 2023 Generally, these days people live longer but often with increased impairment and disabilities; therefore, they can benefit from assistive technologies. In this paper, we focus on the completion of activities of daily living (ADLs) by such patients, using
Sally McClean, Lingkai Yang
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Portfolio optimization of credit risky bonds: a semi-Markov process approach
Financial Innovation, 2020 This article presents a semi-Markov process based approach to optimally select a portfolio consisting of credit risky bonds. The criteria to optimize the credit portfolio is based on l ∞ -norm risk measure and the proposed optimization model is ...
Puneet Pasricha +3 more
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Open Markov Type Population Models: From Discrete to Continuous Time
Mathematics, 2021 We address the problem of finding a natural continuous time Markov type process—in open populations—that best captures the information provided by an open Markov chain in discrete time which is usually the sole possible observation from data.
Manuel L. Esquível +2 more
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SEMI – MARKOV MODEL OF THE FUNCTIONING PROCESS MEASURING INSTRUMENTS
Измерение, мониторинг, управление, контроль, 2022 Background. To substantiate the value of the interval between verifications and to calculate the performance indicators of functioning when measuring instruments (MI) are used for their intended purpose, various models of the functioning of the means ...
V.A. Efremov +2 more
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Risks, 2023 In this paper, we consider the problem of pricing variance, volatility, covariance and correlation swaps for financial markets with semi-Markov volatilities.
Anatoliy Swishchuk, Sebastian Franco
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Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk
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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