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Topics in Markov Additive Processes.

E. Arjas, T.P. Speed (1973)

Mathematica Scandinavica

Towards effective dynamics in complex systems by Markov kernel approximation

Christof Schütte, Tobias Jahnke (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

Many complex systems occurring in various application share the property that the underlying Markov process remains in certain regions of the state space for long times, and that transitions between such metastable sets occur only rarely. Often the dynamics within each metastable set is of minor importance, but the transitions between these sets are crucial for the behavior and the understanding of the system. Since simulations of the original process are usually prohibitively expensive, the effective...

Displaying 21 – 27 of 27

Topics in Markov Additive Processes.

Towards effective dynamics in complex systems by Markov kernel approximation

Transformation of Markov processes

Transience and recurrence of Markov processes

Transition functions of Markov processes

Trapping a measure-valued Markov branching process conditioned on non-extinction

Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane.

Currently displaying 21 – 27 of 27