Markov Renewal and Piecewise Deterministic Processes is popular PDF and ePub book, written by Christiane Cocozza-Thivent in 2021, it is a fantastic choice for those who relish reading online the Uncategoriezed genre. Let's immerse ourselves in this engaging Uncategoriezed book by exploring the summary and details provided below. Remember, Markov Renewal and Piecewise Deterministic Processes can be Read Online from any device for your convenience.
Markov Renewal and Piecewise Deterministic Processes Book PDF Summary
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.
Detail Book of Markov Renewal and Piecewise Deterministic Processes PDF
- Author : Christiane Cocozza-Thivent
- Release : 20 September 2024
- Publisher : Unknown
- ISBN : 3030704483
- Genre : Uncategoriezed
- Total Page : 0 pages
- Language : English
- PDF File Size : 11,9 Mb
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