A note on a result of Kendall
Kandiah Dayanithy (1979)
Czechoslovak Mathematical Journal
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Kandiah Dayanithy (1979)
Czechoslovak Mathematical Journal
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Francis Hirsch, Shiqi Song (1996)
Annales de l'I.H.P. Probabilités et statistiques
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R. L. Disney, D. C. McNickle (1985)
Applicationes Mathematicae
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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....
E. Nummelin (1978)
Annales de l'I.H.P. Probabilités et statistiques
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A. Genadot, M. Thieullen (2014)
ESAIM: Probability and Statistics
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In [A. Genadot and M. Thieullen, Averaging for a fully coupled piecewise-deterministic markov process in infinite dimensions. 44 (2012) 749–773], the authors addressed the question of averaging for a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimensions. In the present paper, we carry on and complete this work by the mathematical analysis of the fluctuations of the slow-fast system around the averaged limit. A central limit theorem is derived and the associated...
S. Horowitz (1974)
Annales de l'I.H.P. Probabilités et statistiques
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