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semi-Markov process can be approximated by a Markov chain. It is assumed that the characteristics of the semi-Markov process depend on a small parameter e, ...

http://www.springerlink.com/index/L133105K41143H63.pdf

forms a random matrix Q. The corresponding discrete homogeneous Markov chain Y~ = Y(• = (in, 'Vn) is contained in the ordinary semi-Markov process Y*(t) ...

http://www.springerlink.com/index/T16R067201X46466.pdf

CHAPTER 1. MARKOV AND SEMI-MARKOV PROCESSES. Definition 1.3. 1) A Markov chain x,, n 2 0, is called Harris recurrent if there exists a ...

http://www.worldscibooks.com/mathematics/etextbook/5979/5979_chap1.pdf

Semi-Markov processes. Conversely, with every Markov chain Zn, n = 1,2,... we can associate a continuous time stochastic process Xt by drawing the time Ti ...

http://www.netlab.tkk.fi/opetus/s383143/kalvot/E_markov.pdf

for the simulation of level crossing ordered discrete time. Markov chains, semi-Markov processes, and continuous time Markov chains under conditions derived ...

http://ieeexplore.ieee.org/iel5/9789/30874/01431656.pdf?arnumber=1431656

continuous-time Markov chain. Markov renewal sequence mean time to failure mean time to repair semi-Markov process unintermptible power supply ...

http://ieeexplore.ieee.org/iel5/7711/21135/00981706.pdf

Semi-Markov Processes. A semi-Markov process is a stochastic process that changes states in accordance with a Markov chain but takes a random amount of ...

http://courses.washington.edu/inde599s/notes9.pdf

by E Peköz - 1997 - Cited by 3

http://people.bu.edu/pekoz/cover.pdf

Markov Chain State Space is discrete (e.g. set of non- ... Semi-Markov Processes. In these processes, the distribution of time spent in a state can ...

http://home.iitk.ac.in/~skb/qbook/Slide_Set_2.PDF

Semi-Markov processes were of interest to Ron Pyke through- out his career. ... forming a Markov chain, and that the process stays in a given ...

http://www.science.oregonstate.edu/~ossiand/semiMtalk.pdf

Marked point processes. Markov processes. Semi-Markov processes. Conclusions. Some properties. ▶ Xn is a markov chain whose transition matrix is Pij ...

http://www.uclouvain.be/cps/ucl/doc/stat/documents/2010_02_05_YRD_Talk_Hunt.pdf

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by W WHITT - Cited by 134

http://www.columbia.edu/~ww2040/ContinuityGSMP1980.pdf

also define the relative entropy rate between two semi-Markov chains. We then develop some maximum entropy methods for these processes. ...

http://www.informaworld.com/index/713750012.pdf

Markov chain and an arbitrary conditional distribution of the inter-jump times, and vice versa. Key Words: Semi-Markov process; Efficient estimator; ...

http://www.informaworld.com/index/713750001.pdf

by G D’Amico - Related articles

http://www2.units.it/~amases06/cd/abstracts/138.pdf

chain is a special case of a semi-Markov process: Construction 1. {X(t),t ≥ 0} is a continuous-time homogeneous Markov chain if it ...

http://www.stat.lsa.umich.edu/~ionides/620/notes/cts_time_markov_chains.pdf

general idea of ergodicity matches our definition for Markov chains). 15. Page 16. Semi-Markov Processes. • A Semi-Markov process is a discrete state, ...

http://www.stat.lsa.umich.edu/~ionides/620/notes/markov_chains2.pdf

1.3 Markov Chains 3. 1.4 Recurrence 5. 1.5 Renewal Processes 7. 1.6 Markov Renewal Processes 8. 1.7 Semi-Markov Processes 8. 1.8 Semi-Markov Matrix 9 ...

http://idochp2.irandoc.ac.ir/fulltextmanager/fulltext15/TH/41/41288.pdf

by OC Ibe - Cited by 3

http://www.ulb.tu-darmstadt.de/tocs/209488573.pdf

by F Koushanfar - Cited by 5

http://www.ece.rice.edu/~fk1/papers/1624.pdf

by J Xia - Related articles

http://www.mssanz.org.au/modsim09/D3/xia_D3a.pdf

Piecewise deterministic Markov processes and semi-dynamic systems. Guoxin Liu. Part II Controlled Markov chains and decision processes ...

http://prob.csu.edu.cn/hou/paperdb/markov.pdf

by G Ciuperca - Cited by 2

http://conferences.telecom-bretagne.eu/asmda2005/IMG/pdf/proceedings/1109.pdf

by N Limnios - Cited by 6

http://conferences.telecom-bretagne.eu/asmda2005/IMG/pdf/proceedings/1061.pdf

by CE y Hacienda - Related articles

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used. Mixed ergodic and large deviation theorems are presented for nonlin- early perturbed regenerative processes, semi-Markov processes and Markov chains. ...

http://www.nbuv.gov.ua/portal/natural/Tsp/texts/2007_13_1_2/2007_13_1-2_25.pdf

Markov chain ξn. The following result was proved for n = 0 in [2] and for n = 1,k in [1]: Theorem 1. Let a strongly regular semi-Markov process satisfies ...

http://www.nbuv.gov.ua/portal/natural/Tsp/texts/2007_13_1_2/2007_13_1-2_4.pdf

by R Vasireddy - Related articles

http://amod.ee.duke.edu/PAPERS/Ranjith.pdf

by J DOMSTA - 1995 - Cited by 1

http://matwbn.icm.edu.pl/ksiazki/zm/zm23/zm2334.pdf

the author obtained while seeking to refine the Markov chain ... a reformulation of a semi-Markov process (c.f., references (a),. (b) , and (c)). ...

http://www.cna.org/documents/5500002500.pdf

by B Fox - 1968 - Cited by 4

http://www.qascores.com/pubs/research_memoranda/2006/RM5803.pdf

by S Haar - 2003 - Cited by 2

http://hal.archives-ouvertes.fr/docs/00/07/18/32/PDF/RR-4754.pdf

Also note that the system has an embedded Markov Chain with possible transition probabilities P = (pij). ... process is called a Semi-Markov Process. ...

http://www.pitt.edu/~super7/19011-20001/19621.pdf

Now pij is the transition probability of the embedded Markov chain {Xn : n ... the process at that epoch. A semi-Markov process represents the state of the ...

http://euler.fd.cvut.cz/predmety/stoch_models/stoch_semimarkov.pdf

by M Baykal-Gürsoy - 2007 - Cited by 2

http://www.rci.rutgers.edu/~gursoy/papers/SMDP07.pdf

In a hidden semi-Markov chain, the state process {St} is a finite-state .... process at time t depends only on the underlying semi-Markov chain at time t. ...

http://www-sop.inria.fr/virtualplants/Publications/2003/Gue03/JCGSguedon2003.pdf

by Y Guédon - Cited by 10

http://www-sop.inria.fr/virtualplants/Publications/2007/Gue07/CSDAguedon2006.pdf

the flexibility of the semi-Markov chain with the known advantages of HMMs. Contents. Introduction.- Discrete-time renewal processes.-. Semi-Markov chains. ...

http://www.springer.com/cda/content/document/cda_downloaddocument/Statistics.pdf?SGWID=0-0-45-459919-0

13 Mar 2006 ... The literature on semi-Markov processes has focused mainly on ..... time Markov Chain (CTMC) process. The former is obtained by setting ψ ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID892782_code356671.pdf?abstractid=892782&mirid=1

4. Markov chains and the genome. 4.1 Reading DNA. 4.2 The i.i.d. model. 4.3 The Markov model. 4.4 Hidden Markov models. 4.5 Hidden semi-Markov model. ...

http://researchandmarkets.co.uk/reports/666646/markov_processes_and_applications_algorithms.pdf

by IN Kovalenko - Cited by 17

http://www.gbv.de/dms/goettingen/197704522.pdf

by F Ferreira - Cited by 1

http://www.comp.brad.ac.uk/het-net/HET-NETs04/CameraPapers/T5.pdf

by W Pieczynski - Cited by 32

http://www-public.int-evry.fr/~pieczyn/C67.pdf

by W Pieczynski - Cited by 2

http://www-public.int-evry.fr/~pieczyn/C70.pdf

by PG Harrison - 2002 - Cited by 49

http://www.doc.ic.ac.uk/~wjk/publications/harrison-knottenbelt-sigmetrics-2002.pdf

by JB VIOLENTIS - Cited by 2

http://www.aueb.gr/pympe/hercma/proceedings2007/H07-ABSTRACTS-1/VIOLENTIS-KOUTRAS-PLATIS-GRAVVANIS-1.pdf

non-homogeneous Markov and semi-Markov processes aimed at pricing ... underlying asset S is a non-homogeneous Markov chain with transition matrix at time t: ...

http://www.actuaries.org.uk/__data/assets/pdf_file/0006/26790/0455-0477.pdf

by XR Cao - 2003 - Cited by 46

http://www.ee.ust.hk/~eecao/paper/SMDP.pdf

by AV Swishchuk - Related articles

http://math.ucalgary.ca/~aswish/BSMarkovRM.pdf