Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Petrole --- Processus de markov --- Econometrie --- Industrie et commerce --- Modeles de prevision --- Petrole --- Processus de markov --- Econometrie --- Industrie et commerce --- Modeles de prevision

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Vibration aleatoire --- Processus stochastiques. --- Analyse harmonique. --- 534.6 --- Acoustic measurements --- 534.6 Acoustic measurements --- Spectrometry --- Vibration --- Vibrations aléatoires --- Random vibration --- Statistique --- Analyse spectrale --- Probabilite --- Analyse des données --- Probabilités --- Processus de markov --- Processus gaussien --- Processus aleatoire

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches, a unified investigation of regular as well as arbitrary non-regular diffusions is provided. A general construction method for such processes, based on a generalization of the concept of a perfect additive functional, is developed. The intrinsic decomposition of a continuous strong Markov semimartingale is discovered. The book also investigates relations to stochastic differential equations and fundamental examples of irregular diffusions.

Markov processes --- Stochastic integral equations --- Markoff processes --- Markov [Processus de ] --- Markov models --- Markov processen --- Markov-processen --- Processus de Markov --- Probabilities. --- Statistics . --- Probability Theory and Stochastic Processes. --- Statistical Theory and Methods. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Markov processes. --- Stochastic integral equations. --- Integral equations --- Stochastic analysis --- Analysis, Markov --- Chains, Markov --- Markov analysis --- Markov chains --- Models, Markov --- Processes, Markov --- Stochastic processes

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Applied Semi-Markov Processes aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. The book presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. These concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here. Audience This book is intended for graduate students and researchers in mathematics, operations research and engineering; it might also appeal to actuaries and financial managers, and anyone interested in its applications for banks, mechanical industries for reliability aspects, and insurance companies.

Markov processes --- Renewal theory --- Markov, Processus de --- Renouvellement, Théorie du --- Markov processes. --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Renewal theory. --- Markoff processes --- Markov [Processus de ] --- Markov models --- Markov processen --- Markov-processen --- Processus de Markov --- Théorie de nouveauté --- Vernieuwingstheorie --- Renouvellement, Théorie du --- EPUB-LIV-FT LIVMATHE SPRINGER-B --- Analysis, Markov --- Chains, Markov --- Markov analysis --- Markov chains --- Models, Markov --- Processes, Markov --- Mathematics. --- Finance. --- Applied mathematics. --- Engineering mathematics. --- Mathematical models. --- Probabilities. --- Quality control. --- Reliability. --- Industrial safety. --- Public finance. --- Probability Theory and Stochastic Processes. --- Public Economics. --- Applications of Mathematics. --- Mathematical Modeling and Industrial Mathematics. --- Quality Control, Reliability, Safety and Risk. --- Finance, general. --- Stochastic processes --- Distribution (Probability theory. --- System safety. --- Safety, System --- Safety of systems --- Systems safety --- Accidents --- Industrial safety --- Systems engineering --- Funding --- Funds --- Economics --- Currency question --- Math --- Science --- Cameralistics --- Public finance --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Prevention --- Public finances --- Engineering --- Engineering analysis --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Dependability --- Trustworthiness --- Conduct of life --- Factory management --- Industrial engineering --- Reliability (Engineering) --- Sampling (Statistics) --- Standardization --- Quality assurance --- Quality of products --- Industrial accidents --- Industries --- Job safety --- Occupational hazards, Prevention of --- Occupational health and safety --- Occupational safety and health --- Prevention of industrial accidents --- Prevention of occupational hazards --- Safety, Industrial --- Safety engineering --- Safety measures --- Safety of workers --- System safety --- Models, Mathematical --- Simulation methods