Téléchargez le livre : Markov Renewal and Piecewise Deterministic Processes

Markov Renewal and Piecewise Deterministic Processes

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Springer


Collection :

Probability Theory and Stochastic Modelling

Paru le : 2021-06-09

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Description


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.
Pages
252 pages
Collection
Probability Theory and Stochastic Modelling
Parution
2021-06-09
Marque
Springer
EAN papier
9783030704469
EAN PDF
9783030704476
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
25
Taille du fichier
3932 Ko
Prix
126,59 €
EAN EPUB
9783030704476
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
25
Taille du fichier
28109 Ko
Prix
126,59 €

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