Title | Semi-Markov Models [electronic resource] : Theory and Applications / edited by Jacques Janssen |
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Imprint | Boston, MA : Springer US : Imprint: Springer, 1986 |
Connect to | http://dx.doi.org/10.1007/978-1-4899-0574-1 |
Descript | X, 588 p. online resource |
Section I. Markov Additive Processes and Regenerative Systems -- Some limit theorems for Markov additive processes -- Stationary regenerative processes -- Asymptotic analysis of some non-homogeneous semi-Markov processes -- Section II. Semi-Markov Decision Processes -- Markov and semi-Markov decision models and optimal stopping -- Markov decision drift processes -- The functional equations of undiscounted denumerable state Markov renewal programming -- Section III. Algorithmic and Computer-Oriented Approach -- Recursive moment formulas for regenerative simulation -- Computation of the state probabilities in a class of semi-regenerative queueing systems -- The superposition of two PH-renewal processes -- Section IV. Semi-Markov Models in Economy and Insurance -- Pension accumulation as a semi-Markov reward process, with applications to pension reform -- The structure of a firmโs optimal non-decreasing wage policy when recruitment is a wage dependent Poisson process -- Section V. Semi-Markov Processes and Reliability Theory -- Markov renewal processes in reliability analysis -- Deterioration processes -- Stochastic processes with an embedded point process and their application to system reliability analysis -- Section VI. Simulation and Statistics for Semi-Markov Processes -- Semi-Markov models for manpower planning -- Statistical analysis of semi-Markov processes based on the theory of counting processes -- Section VII. Semi-Markov Processes and Queueing Theory -- Approximation of stochastic models -- The method of renovating events and its applications in queueing theory -- On non-time homogeneity -- A semi-Markov queue vith exponential service times -- Section VIII. Branching -- Estimation theory for multitype branching processes -- Exact distribution of kin number in multitype Galton-Watson process -- Arbres de Galton-Watson -- Section IX. Applications in Medicine -- Some remarks on semi-Markov processes in medical statistics -- Semi-Markov and non-homogeneous Markov models in medicine -- Application of semi-Markov processes to health care planning: a model to study the flow of patients following the dialysis-transplantation plan -- Section X. Applications in Other Fields -- Applications of semi-Markov processes: a miscellany -- Social applications of semi-Markov processes -- Language modelling using a hidden Markov chain with application to automatic transcription of French stenotypy -- Semi-Markov processes in seismic risk analysis -- Section XI -- A second bibliography on semi-Markov processes