Markov Renewal and Piecewise Deterministic Processes

Name: Markov Renewal and Piecewise Deterministic Processes
Brand: Springer Nature Switzerland AG
SKU: 9783030704490
Price: 556.3 PLN
Availability: InStock

Autor: Christiane Cocozza-Thivent

Język:

Oprawa: Miękka

Wydawca: Springer Nature Switzerland AG

Dostępność: Dostępna u dostawcy

Wysyłamy za 5-8 dni

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This book is aimed at researchers, graduate students and engineers who would like to be initiated to...

Informacje o książce

Autor

Christiane Cocozza-Thivent

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2022

strony

252

EAN

9783030704490

Enbook ID

39224170

Wydawca

Springer Nature Switzerland AG

Waga

415

Wymiary

155 x 235 x 15

Pełny opis

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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