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Markov Renewal and Piecewise Deterministic Processes

By Christiane Cocozza-Thivent
Paperback
$139.99
By Christiane Cocozza-Thivent
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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-...

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Science & TechnologyMathematicsProbability TheoryStatistics