Markov Renewal and Piecewise Deterministic Processes [[electronic resource] /] / by Christiane Cocozza-Thivent
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| Autore: |
Cocozza-Thivent Christiane
|
| Titolo: |
Markov Renewal and Piecewise Deterministic Processes [[electronic resource] /] / by Christiane Cocozza-Thivent
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Edizione: | 1st ed. 2021. |
| Descrizione fisica: | 1 online resource (XIV, 252 p. 16 illus., 4 illus. in color.) |
| Disciplina: | 519.233 |
| Soggetto topico: | Markov processes |
| Computer science - Mathematics | |
| Mathematical statistics | |
| Markov Process | |
| Probability and Statistics in Computer Science | |
| Processos de Markov | |
| Estadística matemàtica | |
| Soggetto genere / forma: | Llibres electrònics |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | Tools -- Markov renewal processes and related processes -- First steps with PDMP -- Hitting time distribution -- Intensity of some marked point pocesses -- Generalized Kolmogorov equations -- A martingale approach -- Stability -- Numerical methods -- Switching Processes -- Tools -- Interarrival distribution with several Dirac measures -- Algorithm convergence's proof. |
| Sommario/riassunto: | This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, biology, communication networks, dependability, supply management, etc. Indeed, the PDMPs studied so far are in fact deterministic functions of CSMPs (Completed Semi-Markov Processes), i.e. semi-Markov processes completed to become Markov processes. This remark leads to considerably broaden the definition of PDMPs and allows their properties to be deduced from those of CSMPs, which are easier to grasp. Stability is studied within a very general framework. In the other chapters, the results become more accurate as the assumptions become more precise. Generalized Chapman-Kolmogorov equations lead to numerical schemes. The last chapter is an opening on processes for which the deterministic flow of the PDMP is replaced with a Markov process. Marked point processes play a key role throughout this book. |
| Titolo autorizzato: | Markov Renewal and Piecewise Deterministic Processes |
| ISBN: | 3-030-70447-5 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 996466393303316 |
| Lo trovi qui: | Univ. di Salerno |
| Opac: | Controlla la disponibilità qui |
Serie:
Probability Theory and Stochastic Modelling, . 2199-3149 ; ; 100