Results 11 to 20 of about 667,394 (343)
The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes. [PDF]
Statistical Inference for Stochastic Processes, 2020 The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of semi-Markov processes.
Andrea Arfe +2 more
exaly +5 more sources
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
doaj +2 more sources
Developing A Semi-Markov Process Model for Bridge Deterioration Prediction in Shanghai
Sustainability, 2019 The performance of urban bridges will deteriorate gradually throughout service life. Bridge deterioration prediction is essential for bridge management, especially for maintenance planning and decision-making.
Yu Fang, Lijun Sun
exaly +2 more sources
Performance evaluation and design for variable threshold alarm systems through semi-Markov process
ISA Transactions, 2020 In large industrial systems, alarm management is one of the most important issues to improve the safety and efficiency of systems in practice. Operators of such systems often have to deal with a numerous number of simultaneous alarms.
Koorosh Aslansefat +2 more
exaly +2 more sources
Semi-Markov graph dynamics. [PDF]
PLoS ONE, 2011 In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists
Marco Raberto +2 more
doaj +3 more sources
On the Distribution of the Maximum of a Semi-Markov Process
The Annals of Mathematical Statistics, 1968 Abstract not ...
L. Stone
semanticscholar +3 more sources
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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Concept of Semi -Markov Process
Scientific Journal of Polish Naval Academy, 2016 Abstract This paper provides the definitions and basic properties related to a discrete state space semi-Markov process. The semi-Markov process is constructed by the so called Markov renewal process that is a special case the two-dimensional Markov sequence. The Markov renewal process is defined by the transition probabilities matrix,
F. Grabski
semanticscholar +2 more sources
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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