The discrete skeleton method and a total variation limit theorem for continous-time Markov processes.
E. Nummelin (1978)
Mathematica Scandinavica
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Displaying similar documents to “Zero-Free Intervals of Semi-Stable Markov Processes.”
The discrete skeleton method and a total variation limit theorem for continous-time Markov processes.
Topics in Markov Additive Processes.
E. Arjas, T.P. Speed (1973)
Mathematica Scandinavica
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On strong Markov duals.
S.E. Graversen, Murali Rao (1981)
Mathematica Scandinavica
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Semi-Markov switches
R. L. Disney, D. C. McNickle (1985)
Applicationes Mathematicae
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Extended piecewise Markov processes in continuous time
Maria Jankiewicz (1978)
Applicationes Mathematicae
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Survival probabilities for HIV infected patients through semi-Markov processes
Giovanni Masala, Giuseppina Cannas, Marco Micocci (2014)
Biometrical Letters
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In this paper we apply a parametric semi-Markov process to model the dynamic evolution of HIV-1 infected patients. The seriousness of the infection is rendered by the CD4+ T-lymphocyte counts. For this purpose we introduce the main features of nonhomogeneous semi-Markov models. After determining the transition probabilities and the waiting time distributions in each state of the disease, we solve the evolution equations of the process in order to estimate the interval transition probabilities....
Bottom-up modeling of domestic appliances with Markov chains and semi-Markov processes
Rajmund Drenyovszki, Lóránt Kovács, Kálmán Tornai, András Oláh, István Pintér (2017)
Kybernetika
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In our paper we investigate the applicability of independent and identically distributed random sequences, first order Markov and higher order Markov chains as well as semi-Markov processes for bottom-up electricity load modeling. We use appliance time series from publicly available data sets containing fine grained power measurements. The comparison of models are based on metrics which are supposed to be important in power systems like Load Factor, Loss of Load Probability. Furthermore,...
The convergence of sums of transition probabilities of a positive recurrent Markov chain.
E. Nummelin (1981)
Mathematica Scandinavica
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A theorem on functions defined on a semi-group
Arne BEURLING (1953)
Mathematica Scandinavica
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Minimum-Stable Wedges of Semicontinuous Functions.
D.A. Edwards (1966)
Mathematica Scandinavica
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Some Combinatorial Theorems for Continuous Parameter Processes.
Edgar Reich (1961)
Mathematica Scandinavica
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Semi-Markov processes for reliability studies
Christiane Cocozza-Thivent, Michel Roussignol (2010)
ESAIM: Probability and Statistics
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We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r.
The expected cumulative operational time for finite semi-Markov systems and estimation
Brahim Ouhbi, Ali Boudi, Mohamed Tkiouat (2007)
RAIRO - Operations Research
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In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.