Markov Renewal and Piecewise Deterministic Processes (Probability Theory and Stochastic Modelling, 100) free ebook download.

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Markov Renewal and Piecewise Deterministic Processes (Probability Theory and Stochastic Modelling, 100) free ebook download

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Author(s):	Christiane Cocozza-Thivent

Date:	2021	Format:	7z	Language:	English	ISBN/ASIN:	3030704467
Pages:	266	OCR:		Quality:		ISBN13:
Uploader:	topron	Upload Date:	6/21/2021 12:43:44 PM

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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.

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3011336	Book	https://nitro.download/view/73AC963CB7CD...		0.00	topron

Tags: Deterministic Markov Modelling Piecewise Probability Processes Renewal Stochastic Theory

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