Semi-Markov Processes and Reliability.pdf

Semi-Markov Processes and Reliability

N. Limnios

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]

Barbu V, Boussemart M, Limnios N., Discrete time semi-Markov processes for reliability and survival analysis, Communications in Statistic, Theory and Methods , ... bridge reliability using a semi-Markov deterioration model. This approach applies ... MARKOV PROCESS. Markov chains models have been used extensively.

1461266408 ISBN
Englisch SPRACHE
Semi-Markov Processes and Reliability.pdf


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