Results 21 to 30 of about 122,676 (186)
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 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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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.
Arfe A., Peluso S., Muliere P.
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Semi-Markov Model of the System of Repairs and Preventive Replacements by Age of City Buses
Applied Sciences, 2021 The paper presents a mathematical model of the system of repairs and preventive replacements by age of city buses. The mathematical model was developed using the theory of semi-Markov processes.
Klaudiusz Migawa +3 more
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Markovian perturbation, response and fluctuation dissipation theorem [PDF]
, 2010 We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes.
Dembo, Amir, Deuschel, Jean-Dominique
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Journal of Applied Mathematics, 2015 Weak convergence of semi-Markov processes in the diffusive approximation scheme is studied in the paper. This problem is not new and it is studied in many papers, using convergence of random processes.
Igor V. Malyk
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Continuous-time statistics and generalized relaxation equations [PDF]
, 1995 Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated.
Scalas, Enrico
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Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes
Frontiers in Neurorobotics, 2017 Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions.
Tomoaki Nakamura +5 more
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On State Occupancies, First Passage Times and Duration in Non-Homogeneous Semi-Markov Chains
Mathematics, 2021 Semi-Markov processes generalize the Markov chains framework by utilizing abstract sojourn time distributions. They are widely known for offering enhanced accuracy in modeling stochastic phenomena.
Andreas C. Georgiou +4 more
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Semi-Markov and hidden semi-Markov models of energy systems
E3S Web of Conferences, 2018 The problem of information control systems creation for energy systems and transition to intelligent control and engineering is one of the important problems of reliability and efficiency theory for energy systems.
Obzherin Yuriy E.
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