Results 11 to 20 of about 15,837 (289)
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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Hierarchical Reliability Modelling and Analysis of Life Support System of Fighter Aircraft
International Journal of Mathematical, Engineering and Management Sciences, 2023 The paper proposes a hierarchical reliability modelling and assessment approach for a life support system (LSS) that provides oxygen to the pilot and is employed in a combat aircraft.
Anubhav Tandon +2 more
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Event-Based Consensus Tracking for Nonlinear Multi-Agent Systems Under Semi-Markov Jump Topology
IEEE Access, 2021 This paper studies the event-triggering leader-follower consensus with the strictly dissipative performance for nonlinear multi-agent systems (MASs) with semi-Markov changing topologies.
Jiafeng Yu +4 more
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Tornadoes and related damage costs: statistical modelling with a semi-Markov approach
Geomatics, Natural Hazards & Risk, 2016 We propose a statistical approach to modelling for predicting and simulating occurrences of tornadoes and accumulated cost distributions over a time interval.
Guglielmo D’Amico +4 more
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A Semi-Markov Leaky Integrate-and-Fire Model
Mathematics, 2019 In this paper, a Leaky Integrate-and-Fire (LIF) model for the membrane potential of a neuron is considered, in case the potential process is a semi-Markov process.
Giacomo Ascione, Bruno Toaldo
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«Concurrency» in M-L-Parallel Semi-Markov Process
MATEC Web of Conferences, 2017 This article investigates the functioning of a swarm of robots, each of which receives instructions from the external human operator and autonomously executes them.
Larkin Eugene, Ivutin Alexey
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Reward Algorithms for Semi-Markov Processes [PDF]
Methodology and Computing in Applied Probability, 2017 New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations connecting moments of rewards.
Manca, Raimondo, Silvestrov, Dmitrii
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A Two-Server Queue with Interdependence between Arrival and Service Processes
Mathematics, 2023 In this paper, we analyse a queueing system with two servers where the arrival and service processes are interdependent. The evolution of these processes is governed by transitions on the product space of three Markov chains, which are descriptors of the
Sindhu S +2 more
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