Markov Renewal and Piecewise Deterministic Processes

Markov Renewal and Piecewise Deterministic Processes

Cocozza-Thivent, Christiane

Springer Nature Switzerland AG

06/2022

252

Mole

Inglês

9783030704490

15 a 20 dias

415

Descrição não disponível.
Tools.- 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.
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Markov renewal process;piecesewise deterministic Markov process;semi-Markov process;marked point process;jumps;invariant measure;stability;numerical scheme;Kolmogorov equations;switching process