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The expected cumulative operational time for finite semi-Markov systems and estimation

Brahim Ouhbi, Ali Boudi, Mohamed Tkiouat (2007)

RAIRO - Operations Research

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.

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...

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