Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
|
Buy Now
Markov Renewal and Piecewise Deterministic Processes (Paperback, 1st ed. 2021)
Loot Price: R3,713
Discovery Miles 37 130
|
|
Markov Renewal and Piecewise Deterministic Processes (Paperback, 1st ed. 2021)
Series: Probability Theory and Stochastic Modelling, 100
Expected to ship within 10 - 15 working days
|
This book is aimed at researchers, graduate students and engineers
who would like to be initiated to Piecewise Deterministic Markov
Processes (PDMPs). A PDMP models a deterministic mechanism modified
by jumps that occur at random times. The fields of applications are
numerous : insurance and risk, biology, communication networks,
dependability, supply management, etc. Indeed, the PDMPs studied so
far are in fact deterministic functions of CSMPs (Completed
Semi-Markov Processes), i.e. semi-Markov processes completed to
become Markov processes. This remark leads to considerably broaden
the definition of PDMPs and allows their properties to be deduced
from those of CSMPs, which are easier to grasp. Stability is
studied within a very general framework. In the other chapters, the
results become more accurate as the assumptions become more
precise. Generalized Chapman-Kolmogorov equations lead to numerical
schemes. The last chapter is an opening on processes for which the
deterministic flow of the PDMP is replaced with a Markov process.
Marked point processes play a key role throughout this book.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.