Applied Semi Markov Processes Book

Applied Semi Markov Processes


  • Author : Jacques Janssen
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-02-08
  • Genre: Mathematics
  • Pages : 310
  • ISBN 10 : 9780387295480

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Applied Semi Markov Processes Excerpt :

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Semi Markov Processes and Reliability Book

Semi Markov Processes and Reliability


  • Author : N. Limnios
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Genre: Technology & Engineering
  • Pages : 222
  • ISBN 10 : 9781461201618

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Semi Markov Processes and Reliability Excerpt :

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.

Semi Markov Processes Book

Semi Markov Processes


  • Author : Franciszek Grabski
  • Publisher : Elsevier Science Limited
  • Release Date : 2014-09-01
  • Genre: Mathematics
  • Pages : 270
  • ISBN 10 : 0128005181

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Semi Markov Processes Excerpt :

Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and theorems from discrete state Semi-Markov Process (SMP) theory. Describes the method behind constructing Semi-Markov (SM) models and SM decision models in the field of reliability and maintenance. Provides numerous individual versions of SM models, including the most recent and their impact on system reliability and maintenance.

Semi Markov Chains and Hidden Semi Markov Models toward Applications Book

Semi Markov Chains and Hidden Semi Markov Models toward Applications


  • Author : Vlad Stefan Barbu
  • Publisher : Springer Science & Business Media
  • Release Date : 2009-01-07
  • Genre: Mathematics
  • Pages : 226
  • ISBN 10 : 9780387731735

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Semi Markov Chains and Hidden Semi Markov Models toward Applications Excerpt :

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.

Continuous Semi Markov Processes Book

Continuous Semi Markov Processes


  • Author : Boris Harlamov
  • Publisher : John Wiley & Sons
  • Release Date : 2013-03-01
  • Genre: Mathematics
  • Pages : 448
  • ISBN 10 : 9781118624050

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Continuous Semi Markov Processes Excerpt :

This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.

Semi Markov Processes and Reliability Book

Semi Markov Processes and Reliability


  • Author : Nikolaos Limnios
  • Publisher : Springer Science & Business Media
  • Release Date : 2001-02-16
  • Genre: Technology & Engineering
  • Pages : 238
  • ISBN 10 : 0817641963

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Semi Markov Processes and Reliability Excerpt :

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.

Semi Markov Models and Applications Book

Semi Markov Models and Applications


  • Author : Jacques Janssen
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-12-01
  • Genre: Mathematics
  • Pages : 404
  • ISBN 10 : 9781461332886

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Semi Markov Models and Applications Excerpt :

This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

Markov Processes for Stochastic Modeling Book

Markov Processes for Stochastic Modeling


  • Author : Oliver Ibe
  • Publisher : Newnes
  • Release Date : 2013-05-22
  • Genre: Mathematics
  • Pages : 514
  • ISBN 10 : 9780124078390

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Markov Processes for Stochastic Modeling Excerpt :

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

Dynamic Probabilistic Systems Book

Dynamic Probabilistic Systems


  • Author : Ronald A. Howard
  • Publisher : Courier Corporation
  • Release Date : 2013-01-18
  • Genre: Mathematics
  • Pages : 576
  • ISBN 10 : 9780486152004

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Dynamic Probabilistic Systems Excerpt :

An integrated work in two volumes, this text teaches readers to formulate, analyze, and evaluate Markov models. The first volume treats the basic process; the second, semi-Markov and decision processes. 1971 edition.

Semi Markov Models Book

Semi Markov Models


  • Author : Jacques Janssen
  • Publisher : Springer
  • Release Date : 1986
  • Genre: Mathematics
  • Pages : 606
  • ISBN 10 : UOM:39015053335165

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Semi Markov Models Excerpt :

This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.

Markov Decision Processes with Their Applications Book

Markov Decision Processes with Their Applications


  • Author : Qiying Hu
  • Publisher : Springer Science & Business Media
  • Release Date : 2007-09-14
  • Genre: Business & Economics
  • Pages : 297
  • ISBN 10 : 9780387369518

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Markov Decision Processes with Their Applications Excerpt :

Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal replacement, and optimal allocations in sequential online auctions. This dynamic new book offers fresh applications of MDPs in areas such as the control of discrete event systems and the optimal allocations in sequential online auctions.

Applied Semi Markov Processes Book

Applied Semi Markov Processes


  • Author : Jacques Janssen
  • Publisher : Springer
  • Release Date : 2010-10-29
  • Genre: Mathematics
  • Pages : 310
  • ISBN 10 : 144193992X

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Applied Semi Markov Processes Excerpt :

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Hidden Semi Markov Models Book

Hidden Semi Markov Models


  • Author : Shun-Zheng Yu
  • Publisher : Morgan Kaufmann
  • Release Date : 2015-10-22
  • Genre: Computers
  • Pages : 208
  • ISBN 10 : 9780128027714

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Hidden Semi Markov Models Excerpt :

Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different expressions, algorithms, computational complexities, and applicable areas, without explicitly interchangeable forms. Hidden Semi-Markov Models: Theory, Algorithms and Applications provides a unified and foundational approach to HSMMs, including various HSMMs (such as the explicit duration, variable transition, and residential time of HSMMs), inference and estimation algorithms, implementation methods and application instances. Learn new developments and state-of-the-art emerging topics as they relate to HSMMs, presented with examples drawn from medicine, engineering and computer science. Discusses the latest developments and emerging topics in the field of HSMMs Includes a description of applications in various areas including, Human Activity Recognition, Handwriting Recognition, Network Traffic Characterization and Anomaly Detection, and Functional MRI Brain Mapping. Shows how to master the basic techniques needed for using HSMMs and how to apply them.

Safety and Reliability     Safe Societies in a Changing World Book

Safety and Reliability Safe Societies in a Changing World


  • Author : Stein Haugen
  • Publisher : CRC Press
  • Release Date : 2018-06-15
  • Genre: Technology & Engineering
  • Pages : 3202
  • ISBN 10 : 9781351174657

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Safety and Reliability Safe Societies in a Changing World Excerpt :

Safety and Reliability – Safe Societies in a Changing World collects the papers presented at the 28th European Safety and Reliability Conference, ESREL 2018 in Trondheim, Norway, June 17-21, 2018. The contributions cover a wide range of methodologies and application areas for safety and reliability that contribute to safe societies in a changing world. These methodologies and applications include: - foundations of risk and reliability assessment and management - mathematical methods in reliability and safety - risk assessment - risk management - system reliability - uncertainty analysis - digitalization and big data - prognostics and system health management - occupational safety - accident and incident modeling - maintenance modeling and applications - simulation for safety and reliability analysis - dynamic risk and barrier management - organizational factors and safety culture - human factors and human reliability - resilience engineering - structural reliability - natural hazards - security - economic analysis in risk management Safety and Reliability – Safe Societies in a Changing World will be invaluable to academics and professionals working in a wide range of industrial and governmental sectors: offshore oil and gas, nuclear engineering, aeronautics and aerospace, marine transport and engineering, railways, road transport, automotive engineering, civil engineering, critical infrastructures, electrical and electronic engineering, energy production and distribution, environmental engineering, information technology and telecommunications, insurance and finance, manufacturing, marine transport, mechanical engineering, security and protection, and policy making.