Dynamical fluctuations for semi-Markov processes
We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some generic large ...
Andrieux D +13 more
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Informational and Causal Architecture of Continuous-time Renewal and Hidden Semi-Markov Processes
We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and causal-state transitions ...
Crutchfield, James P., Marzen, Sarah E.
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In the article a common semi-Markov mathematical model is considered that allows one to investigate the productivity and reliability of various technological processes of mechanical assembly production.
Rapatskiy Yuri +5 more
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Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to ...
A. Hanen +84 more
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Markov processes with spatial delay: path space characterization, occupation time and properties [PDF]
In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its infinitesimal ...
Salins, Michael +1 more
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Recursive Approach for Evaluation of Time Intervals between Transactions in Polling Procedure
An ergodic semi-Markov process with the structure represented by the full graph with loops, which simulates a digital control algorithm that generated transactions onto an object, is investigated.
Larkin Eugene +2 more
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Structure and Randomness of Continuous-Time Discrete-Event Processes
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process.
Crutchfield, J. P., Marzen, S. E.
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Semi-Markov approach to continuous time random walk limit processes
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences.
Meerschaert, Mark M., Straka, Peter
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Learning to maximize reward rate: a model based on semi-Markov decision processes
When animals have to make a number of decisions during a limited time interval, they face a fundamental problem: how much time they should spend on each decision in order to achieve the maximum possible total outcome.
Arash eKhodadadi +2 more
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Optimal maintenance of deteriorating equipment using semi-Markov decision processes and linear programming [PDF]
This paper considers a mathematical model analysing the deterioration of system equipment and available maintenance options. Under specific conditions on costs and transition probabilities of the model, the issue of ideal maintenance of the equipment by ...
Giannis Kechagias +3 more
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