Applied Semi-Markov Processes [electronic resource] /by Jacques Janssen, Raimondo Manca.
by Janssen, Jacques [author.]; Manca, Raimondo [author.]; SpringerLink (Online service).
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BookPublisher: Boston, MA : Springer US, 2006.Description: XII, 309 p. online resource.ISBN: 9780387295480.Subject(s): Mathematics | Distribution (Probability theory) | System safety | Banks and banking | Mathematics | Probability Theory and Stochastic Processes | Mathematical Modeling and Industrial Mathematics | Quality Control, Reliability, Safety and Risk | Finance /BankingDDC classification: 519.2 Online resources: Click here to access online | Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| QA274-274.9 (Browse shelf) | Available | ||||
| Long Loan | MAIN LIBRARY | QA273.A1-274.9 (Browse shelf) | Available |
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| HB71-74 Company Tax Reform in the European Union | R-RZ Liver and Pancreatic Diseases Management | TK1-9971 Complex Orthogonal Space-Time Processing in Wireless Communications | QA273.A1-274.9 Applied Semi-Markov Processes | QA402.5-402.6 Multiscale Optimization Methods and Applications | RC681-688.2 Antioxidants and Cardiovascular Disease | QA440-699 Non-Euclidean Geometries |
Probability Tools for Stochastic Modelling -- Renewal Theory -- Markov Chains -- Markov Renewal Processes, Markov Random Walks and Semi-Markov Processes -- Functionals of (J-X) Processes -- Non-Homogeneous Markov and Semi-Markov Processes -- Markov and Semi-Markov Reward Processes.
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.
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