Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov
| Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (377 p.) |
| Disciplina |
519.2/33
519.233 |
| Collana | ISTE |
| Soggetto topico |
Markov processes
Renewal theory |
| ISBN |
1-282-16484-8
9786612164842 0-470-61092-1 0-470-39351-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Continuous Semi-Markov Processes; Contents; Introduction; Chapter 1. Stepped Semi-Markov Processes; 1.1. Random sequence; 1.2. Markov chain; 1.3. Two-dimensional Markov chain; 1.4. Semi-Markov process; 1.5. Stationary distributions; Chapter 2. Sequences of First Exit Times and Regeneration Times; 2.1. Basic maps; 2.2. Markov times; 2.3. Deducing sequences; 2.4. Correct exit and continuity; 2.5. Time of regeneration; Chapter 3. General Semi-Markov Processes; 3.1. Definition of a semi-Markov process; 3.2. Transition function of a SM process; 3.3. Operators and SM walk
3.4. Operators and SM process3.5. Criterion of Markov property for SM processes; 3.6. Intervals of constancy; Chapter 4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions; 4.1. Realization of an in nite system of pairs; 4.2. Extension of a measure; 4.3. Construction of a measure; 4.4. Construction of a projective system of measures; 4.5. Semi-Markov processes; Chapter 5. Semi-Markov Processes of Diffusion Type; 5.1. One-dimensional semi-Markov processes of diffusion type; 5.1.1. Differential equation; 5.1.2. Construction SM process 5.1.3. Some properties of the process5.2. Multi-dimensional processes of diffusion type; 5.2.1. Differential equations of elliptic type; 5.2.2. Neighborhood of arbitrary form; 5.2.3. Neighborhood of spherical form; 5.2.4. Characteristic operator; Chapter 6. Time Change and Semi-Markov Processes; 6.1. Time change and trajectories; 6.2. Intrinsic time and traces; 6.3. Canonical time change; 6.4. Coordination of function and time change; 6.5. Random time changes; 6.6. Additive functionals; 6.7. Distribution of a time run along the trace; 6.8. Random curvilinear integrals 6.9. Characteristic operator and integral6.10. Stochastic integral; 6.10.1. Semi-martingale and martingale; 6.10.2. Stochastic integral; 6.10.3. Ito-Dynkin's formula; Chapter 7. Limit Theorems for Semi-Markov Processes; 7.1. Weak compactness and weak convergence; 7.2. Weak convergence of semi-Markov processes; Chapter 8. Representation of a Semi-Markov Process as a Transformed Markov Process; 8.1. Construction by operator; 8.2. Comparison of processes; 8.3. Construction by parameters of Lévy formula; 8.4. Stationary distribution; Chapter 9. Semi-Markov Model of Chromatography 9.1. Chromatography9.2. Model of liquid column chromatography; 9.3. Some monotone Semi-Markov processes; 9.4. Transfer with diffusion; 9.5. Transfer with final absorption; Bibliography; Index |
| Record Nr. | UNINA-9910139467503321 |
Harlamov Boris
|
||
| London, : ISTE | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov
| Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (377 p.) |
| Disciplina |
519.2/33
519.233 |
| Collana | ISTE |
| Soggetto topico |
Markov processes
Renewal theory |
| ISBN |
1-282-16484-8
9786612164842 0-470-61092-1 0-470-39351-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Continuous Semi-Markov Processes; Contents; Introduction; Chapter 1. Stepped Semi-Markov Processes; 1.1. Random sequence; 1.2. Markov chain; 1.3. Two-dimensional Markov chain; 1.4. Semi-Markov process; 1.5. Stationary distributions; Chapter 2. Sequences of First Exit Times and Regeneration Times; 2.1. Basic maps; 2.2. Markov times; 2.3. Deducing sequences; 2.4. Correct exit and continuity; 2.5. Time of regeneration; Chapter 3. General Semi-Markov Processes; 3.1. Definition of a semi-Markov process; 3.2. Transition function of a SM process; 3.3. Operators and SM walk
3.4. Operators and SM process3.5. Criterion of Markov property for SM processes; 3.6. Intervals of constancy; Chapter 4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions; 4.1. Realization of an in nite system of pairs; 4.2. Extension of a measure; 4.3. Construction of a measure; 4.4. Construction of a projective system of measures; 4.5. Semi-Markov processes; Chapter 5. Semi-Markov Processes of Diffusion Type; 5.1. One-dimensional semi-Markov processes of diffusion type; 5.1.1. Differential equation; 5.1.2. Construction SM process 5.1.3. Some properties of the process5.2. Multi-dimensional processes of diffusion type; 5.2.1. Differential equations of elliptic type; 5.2.2. Neighborhood of arbitrary form; 5.2.3. Neighborhood of spherical form; 5.2.4. Characteristic operator; Chapter 6. Time Change and Semi-Markov Processes; 6.1. Time change and trajectories; 6.2. Intrinsic time and traces; 6.3. Canonical time change; 6.4. Coordination of function and time change; 6.5. Random time changes; 6.6. Additive functionals; 6.7. Distribution of a time run along the trace; 6.8. Random curvilinear integrals 6.9. Characteristic operator and integral6.10. Stochastic integral; 6.10.1. Semi-martingale and martingale; 6.10.2. Stochastic integral; 6.10.3. Ito-Dynkin's formula; Chapter 7. Limit Theorems for Semi-Markov Processes; 7.1. Weak compactness and weak convergence; 7.2. Weak convergence of semi-Markov processes; Chapter 8. Representation of a Semi-Markov Process as a Transformed Markov Process; 8.1. Construction by operator; 8.2. Comparison of processes; 8.3. Construction by parameters of Lévy formula; 8.4. Stationary distribution; Chapter 9. Semi-Markov Model of Chromatography 9.1. Chromatography9.2. Model of liquid column chromatography; 9.3. Some monotone Semi-Markov processes; 9.4. Transfer with diffusion; 9.5. Transfer with final absorption; Bibliography; Index |
| Record Nr. | UNINA-9910830700903321 |
Harlamov Boris
|
||
| London, : ISTE | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous semi-Markov processes / / Boris Harlamov
| Continuous semi-Markov processes / / Boris Harlamov |
| Autore | Harlamov Boris |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (377 p.) |
| Disciplina | 519.2/33 |
| Collana | ISTE |
| Soggetto topico |
Markov processes
Renewal theory |
| ISBN |
1-282-16484-8
9786612164842 0-470-61092-1 0-470-39351-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Continuous Semi-Markov Processes; Contents; Introduction; Chapter 1. Stepped Semi-Markov Processes; 1.1. Random sequence; 1.2. Markov chain; 1.3. Two-dimensional Markov chain; 1.4. Semi-Markov process; 1.5. Stationary distributions; Chapter 2. Sequences of First Exit Times and Regeneration Times; 2.1. Basic maps; 2.2. Markov times; 2.3. Deducing sequences; 2.4. Correct exit and continuity; 2.5. Time of regeneration; Chapter 3. General Semi-Markov Processes; 3.1. Definition of a semi-Markov process; 3.2. Transition function of a SM process; 3.3. Operators and SM walk
3.4. Operators and SM process3.5. Criterion of Markov property for SM processes; 3.6. Intervals of constancy; Chapter 4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions; 4.1. Realization of an in nite system of pairs; 4.2. Extension of a measure; 4.3. Construction of a measure; 4.4. Construction of a projective system of measures; 4.5. Semi-Markov processes; Chapter 5. Semi-Markov Processes of Diffusion Type; 5.1. One-dimensional semi-Markov processes of diffusion type; 5.1.1. Differential equation; 5.1.2. Construction SM process 5.1.3. Some properties of the process5.2. Multi-dimensional processes of diffusion type; 5.2.1. Differential equations of elliptic type; 5.2.2. Neighborhood of arbitrary form; 5.2.3. Neighborhood of spherical form; 5.2.4. Characteristic operator; Chapter 6. Time Change and Semi-Markov Processes; 6.1. Time change and trajectories; 6.2. Intrinsic time and traces; 6.3. Canonical time change; 6.4. Coordination of function and time change; 6.5. Random time changes; 6.6. Additive functionals; 6.7. Distribution of a time run along the trace; 6.8. Random curvilinear integrals 6.9. Characteristic operator and integral6.10. Stochastic integral; 6.10.1. Semi-martingale and martingale; 6.10.2. Stochastic integral; 6.10.3. Ito-Dynkin's formula; Chapter 7. Limit Theorems for Semi-Markov Processes; 7.1. Weak compactness and weak convergence; 7.2. Weak convergence of semi-Markov processes; Chapter 8. Representation of a Semi-Markov Process as a Transformed Markov Process; 8.1. Construction by operator; 8.2. Comparison of processes; 8.3. Construction by parameters of Lévy formula; 8.4. Stationary distribution; Chapter 9. Semi-Markov Model of Chromatography 9.1. Chromatography9.2. Model of liquid column chromatography; 9.3. Some monotone Semi-Markov processes; 9.4. Transfer with diffusion; 9.5. Transfer with final absorption; Bibliography; Index |
| Record Nr. | UNINA-9911019869203321 |
Harlamov Boris
|
||
| London, : ISTE | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
First-passage percolation on the square lattice / R. T. Smythe, John C. Wierman
| First-passage percolation on the square lattice / R. T. Smythe, John C. Wierman |
| Autore | Smythe, R. T. |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1978 |
| Descrizione fisica | viii, 196 p. ; 25 cm |
| Disciplina | 519.28 |
| Altri autori (Persone) | Wierman, John C. |
| Collana | Lecture notes in mathematics, 0075-8434 ; 671 |
| Soggetto topico |
Intercative random processes
Limit theorems Matrices Renewal theory |
| ISBN | 3540089284 |
| Classificazione | AMS 60K35 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000895609707536 |
Smythe, R. T.
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| Berlin : Springer-Verlag, 1978 | ||
| Lo trovi qui: Univ. del Salento | ||
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The geometric process and its applications [[electronic resource] /] / Yeh Lam
| The geometric process and its applications [[electronic resource] /] / Yeh Lam |
| Autore | Lam Yeh |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (316 p.) |
| Disciplina | 516 |
| Soggetto topico |
Stochastic processes
Renewal theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-92837-2
9786611928377 981-277-579-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Preliminaries -- 2. Geometric process -- 3. Geometric function -- 4. Statistical inference of geometric process -- 5. Application of geometric process to data analysis -- Geometric process maintenance model -- 7. Application to analysis of system reliability -- 8. Applications of geometric process to operational research. |
| Record Nr. | UNINA-9910457968703321 |
Lam Yeh
|
||
| Singapore ; ; Hackensack, NJ, : World Scientific, c2007 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The geometric process and its applications [[electronic resource] /] / Yeh Lam
| The geometric process and its applications [[electronic resource] /] / Yeh Lam |
| Autore | Lam Yeh |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (316 p.) |
| Disciplina | 516 |
| Soggetto topico |
Stochastic processes
Renewal theory |
| ISBN |
1-281-92837-2
9786611928377 981-277-579-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Preliminaries -- 2. Geometric process -- 3. Geometric function -- 4. Statistical inference of geometric process -- 5. Application of geometric process to data analysis -- Geometric process maintenance model -- 7. Application to analysis of system reliability -- 8. Applications of geometric process to operational research. |
| Record Nr. | UNINA-9910784521903321 |
Lam Yeh
|
||
| Singapore ; ; Hackensack, NJ, : World Scientific, c2007 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Innovation processes / Yuriy A. Rozanov
| Innovation processes / Yuriy A. Rozanov |
| Autore | Rozanov, Yu. A. |
| Pubbl/distr/stampa | New York : distributed solely by Halsted Press, 1977 |
| Descrizione fisica | vii, 136 p. ; 23 cm. |
| Disciplina | 519.23 |
| Collana | Scripta series in mathematics ; 2 |
| Soggetto topico |
Renewal theory
Stochastic processes |
| ISBN | 0470991275 |
| Classificazione | AMS 60K05 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000997839707536 |
Rozanov, Yu. A.
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||
| New York : distributed solely by Halsted Press, 1977 | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Nonlinear renewal theory in sequential analysis / Michael Woodroofe
| Nonlinear renewal theory in sequential analysis / Michael Woodroofe |
| Autore | Woodroofe, Michael |
| Pubbl/distr/stampa | Philadelphia, Pa. : SIAM (Society for Industrial and Applied Mathematics), 1982 |
| Descrizione fisica | iv, 119 p. ; 25 cm. |
| Disciplina | 519.5 |
| Collana | CBMS-NSF Regional conference series in applied mathematics ; 39 |
| Soggetto topico |
Renewal theory
Sequential analysis |
| ISBN | 0898711800 |
| Classificazione | AMS 62L10 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001177699707536 |
Woodroofe, Michael
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| Philadelphia, Pa. : SIAM (Society for Industrial and Applied Mathematics), 1982 | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
On regenerative processes in queueing theory / J. W. Cohen
| On regenerative processes in queueing theory / J. W. Cohen |
| Autore | Cohen, Jacob Willem |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1976 |
| Descrizione fisica | ix, 93 p. ; 25 cm |
| Disciplina | 519.82 |
| Collana | Lecture notes in economics and mathematical systems, 0075-8442 ; 121 |
| Soggetto topico |
Queueing theory
Renewal theory |
| ISBN | 3540076271 |
| Classificazione |
AMS 60K05
AMS 60K25 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001198849707536 |
Cohen, Jacob Willem
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||
| Berlin : Springer-Verlag, 1976 | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Optimale Instandhaltungspolitiken in einfachen Systemen / Manfred Wolff
| Optimale Instandhaltungspolitiken in einfachen Systemen / Manfred Wolff |
| Autore | Wolff, Manfred P. H. |
| Pubbl/distr/stampa | Berlin ; New York : Springer-Verlag, 1970 |
| Descrizione fisica | v, 143 p. ; 26 cm. |
| Disciplina | 519.82 |
| Collana | Lecture notes in operations research and mathematical systems ; 18 |
| Soggetto topico | Renewal theory |
| Classificazione | AMS 60K30 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Record Nr. | UNISALENTO-991001208149707536 |
Wolff, Manfred P. H.
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| Berlin ; New York : Springer-Verlag, 1970 | ||
| Lo trovi qui: Univ. del Salento | ||
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