001437368 000__ 03521cam\a2200529\i\4500
001437368 001__ 1437368
001437368 003__ OCoLC
001437368 005__ 20230309004144.0
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001437368 019__ $$a1256261708$$a1262378744
001437368 020__ $$a9783030704476$$q(electronic bk.)
001437368 020__ $$a3030704475$$q(electronic bk.)
001437368 020__ $$z9783030704469
001437368 020__ $$z3030704467
001437368 0247_ $$a10.1007/978-3-030-70447-6$$2doi
001437368 035__ $$aSP(OCoLC)1256542336
001437368 040__ $$aYDX$$beng$$erda$$epn$$cYDX$$dGW5XE$$dEBLCP$$dOCLCO$$dOCLCF$$dUKAHL$$dOCLCQ$$dCOM$$dOCLCO$$dN$T$$dOCLCQ
001437368 049__ $$aISEA
001437368 050_4 $$aQA274.7$$b.C63 2021
001437368 08204 $$a519.2/33$$223
001437368 1001_ $$aCocozza-Thivent, Christiane,$$eauthor.
001437368 24510 $$aMarkov renewal and piecewise deterministic processes /$$cChristiane Cocozza-Thivent.
001437368 264_1 $$aCham :$$bSpringer,$$c[2021]
001437368 264_4 $$c©2021
001437368 300__ $$a1 online resource :$$billustrations (some color)
001437368 336__ $$atext$$btxt$$2rdacontent
001437368 337__ $$acomputer$$bc$$2rdamedia
001437368 338__ $$aonline resource$$bcr$$2rdacarrier
001437368 4901_ $$aProbability theory and stochastic modelling,$$x2199-3130 ;$$vvolume 100
001437368 504__ $$aIncludes bibliographical references and index.
001437368 5050_ $$aTools -- Markov renewal processes and related processes -- First steps with PDMP -- Hitting time distribution -- Intensity of some marked point pocesses -- Generalized Kolmogorov equations -- A martingale approach -- Stability -- Numerical methods -- Switching Processes -- Tools -- Interarrival distribution with several Dirac measures -- Algorithm convergence's proof.
001437368 506__ $$aAccess limited to authorized users.
001437368 520__ $$aThis book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, biology, communication networks, dependability, supply management, etc. Indeed, the PDMPs studied so far are in fact deterministic functions of CSMPs (Completed Semi-Markov Processes), i.e. semi-Markov processes completed to become Markov processes. This remark leads to considerably broaden the definition of PDMPs and allows their properties to be deduced from those of CSMPs, which are easier to grasp. Stability is studied within a very general framework. In the other chapters, the results become more accurate as the assumptions become more precise. Generalized Chapman-Kolmogorov equations lead to numerical schemes. The last chapter is an opening on processes for which the deterministic flow of the PDMP is replaced with a Markov process. Marked point processes play a key role throughout this book.
001437368 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed June 21, 2021).
001437368 650_0 $$aMarkov processes.
001437368 650_6 $$aProcessus de Markov.
001437368 655_0 $$aElectronic books.
001437368 77608 $$iPrint version:$$aCocozza-Thivent, Christiane.$$tMarkov renewal and piecewise deterministic processes.$$dCham : Springer, [2021]$$z3030704467$$z9783030704469$$w(OCoLC)1235416111
001437368 830_0 $$aProbability theory and stochastic modelling ;$$vv. 100.$$x2199-3130
001437368 852__ $$bebk
001437368 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-70447-6$$zOnline Access$$91397441.1
001437368 909CO $$ooai:library.usi.edu:1437368$$pGLOBAL_SET
001437368 980__ $$aBIB
001437368 980__ $$aEBOOK
001437368 982__ $$aEbook
001437368 983__ $$aOnline
001437368 994__ $$a92$$bISE