Continuous Semi-markov Processes

by Harlamov, Boris

• ISBN13: 9781848210059
• ISBN10: 1848210051
• Edition: 1st
• Format: Hardcover
• Copyright: 2008-01-14
• Publisher: Wiley-ISTE
• More Book Details

Summary

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, L_vy 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.

Author Biography

Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.

Table of Contents

Stepped Semi-Markov Processes

Sequences of the First Exit Times and Regenerative Times

Semi-Markov Processes of General Type

Construction of the Process with Semi-Markov Transition Functions

Semi-Markov Processes of Diffusion Type

Time Change and Semi-Markov Processes

Limit Theorems for Semi-Markov Processes

Representing of the Semi-Markov Process as a Transformed Markov Process

Semi-Markov Model of Chromatography

List of Authors

Index

Table of Contents provided by Publisher. All Rights Reserved.