Results 21 to 30 of about 667,394 (343)

Quantum Semi-Markov Processes [PDF]

open access: yesPhysical 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
openaire   +5 more sources

Semi-Markov Models for Process Mining in Smart Homes

open access: yesMathematics, 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
doaj   +1 more source

The limit properties diffusion process in a semi-Markov environment

open access: yesJournal of Applied Mathematics and Computational Mechanics, 2018
In this paper we consider the stochastic diffusion process with semi-Markov switchings in an averaging scheme. We present results and conditions on convergence to the classic diffusion process, in case with semi-Markov process perturbation is uniformly ...
Yaroslav Chabanyuk, Wojciech Rosa
doaj   +2 more sources

Infinite invariant density in a semi-Markov process with continuous state variables. [PDF]

open access: yesPhysical Review E, 2019
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the interevent time of successive renewals.
Takuma Akimoto, E. Barkai, G. Radons
semanticscholar   +1 more source

Open Markov Type Population Models: From Discrete to Continuous Time

open access: yesMathematics, 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
doaj   +1 more source

A Hierarchical Approach for Dynamic Fault Trees Solution Through Semi-Markov Process

open access: yesIEEE Transactions on Reliability, 2020
Dynamic fault tree (DFT) is a top-down deductive technique extended to model systems with complex failure behaviors and interactions. In two last decades, different methods have been applied to improve its capabilities, such as computational complexity ...
Koorosh Aslansefat, G. Latif-Shabgahi
semanticscholar   +1 more source

SEMI – MARKOV MODEL OF THE FUNCTIONING PROCESS MEASURING INSTRUMENTS

open access: yesИзмерение, 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
doaj   +1 more source

Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities

open access: yesRisks, 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
doaj   +1 more source

Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk

open access: yesMathematics, 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
doaj   +1 more source

Hierarchical Reliability Modelling and Analysis of Life Support System of Fighter Aircraft

open access: yesInternational 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
doaj   +1 more source

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