Continuous semi-Markov processes
 |
|
Описание:
This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times.The class of semi-Markov processes includes strong Markov processes, LГ©vy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.
Похожие книги
 | Stochastic systems in merging phase space Автор: Koroliuk V.S., Limnios N. Год: 2005 |
 | Cycle Representations of Markov Processes Автор: Kalpazidou S.L.L. Год: 2006 |
| Hidden Markov and Other Models for Discrete- valued Time Series (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) Автор: Iain L. MacDonald, Walter Zucchini Год: 1997 |
 | Andrey Markov Год: 2011 |
| Probabilistic Inference Using Markov Chain Monte Carlo Methods Автор: Neal R. Год: 1993 |
| Stochastic Methods and their Applications to Communications Автор: Serguei Primak Год: 2005 |