Multiplicative excessive measures and duality between equations of Boltzmann and of branching processes
Masao Nagasawa (1975)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “General approximation method for the distribution of Markov processes conditioned not to be killed”
Multiplicative excessive measures and duality between equations of Boltzmann and of branching processes
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In the reliability theory, the availability of a component, characterized by non constant failure and repair rates, is obtained, at a given time, thanks to the computation of the marginal distributions of a semi-Markov process. These measures are shown to satisfy classical transport equations, the approximation of which can be done thanks to a finite volume method. Within a uniqueness result for the continuous solution, the convergence of the numerical scheme is then proven in the weak...
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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...