Statistics for Industry and Technology

Semi-Markov Processes and Reliability

Authors: Limnios, Nikolaos, Oprisan, G.

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4612-0161-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA
  • ISBN 978-0-8176-4196-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-1-4612-6640-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten­ sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat­ ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop­ ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo­ tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia­ bility.

Reviews

"The book presents an introductory and at the same time rather comprehensive treatment of semi-Markov processes and their applications to reliability theory. It also provides some general background (like measure theory, Markov processes and Laplace transform), which makes it accessible to a broader audience.… The book may be a useful tool for researchers and students interested in the theory of semi-Markov processes or its applications to reliability problems."

—Applications of Mathematics


Table of contents (6 chapters)

  • Introduction to Stochastic Processes and the Renewal Process

    Limnios, N. (et al.)

    Pages 1-29

  • Markov Renewal Processes

    Limnios, N. (et al.)

    Pages 31-49

  • Semi-Markov Processes

    Limnios, N. (et al.)

    Pages 51-83

  • Countable State Space Markov Renewal and Semi-Markov Processes

    Limnios, N. (et al.)

    Pages 85-120

  • Reliability of Semi-Markov Systems

    Limnios, N. (et al.)

    Pages 121-151

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4612-0161-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA
  • ISBN 978-0-8176-4196-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-1-4612-6640-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Semi-Markov Processes and Reliability
Authors
Series Title
Statistics for Industry and Technology
Copyright
2001
Publisher
Birkhäuser Basel
Copyright Holder
Birkhäuser Boston
eBook ISBN
978-1-4612-0161-8
DOI
10.1007/978-1-4612-0161-8
Hardcover ISBN
978-0-8176-4196-2
Softcover ISBN
978-1-4612-6640-2
Series ISSN
2364-6241
Edition Number
1
Number of Pages
XII, 222
Topics