Journal ArticleDOI
An algorithmic approach to non-homogeneous semi-markov processes
Reads0
Chats0
TLDR
In this article, a general algorithm useful for the resolution of the evolution equation is performed; in addition, an application to an actuarial problem is presented; in this paper, a quite general algorithm is presented.Abstract:
De Dominicis 1979 suggested a generalization of the notion of semi-Markov process by introducing a suitable definition of the transition kernel of the process and proved a theorm on the existence and uniqueness of the solution of integral equation describing the process evolution. In this paper a quite general algorithm useful for the resolution of the evolution equation is performed; in addition an application to an actuarial problem is presented.read more
Citations
More filters
Journal ArticleDOI
Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
TL;DR: In this article, a discrete-time semi-Markov model is defined and a computation procedure for solving the corresponding Markov renewal equation, necessary for all reliability measurements, and the reliability and its related measures are applied to a three-state system.
Journal ArticleDOI
Rare events in queueing systems—A survey
TL;DR: A survey of the literature devoted to the regenerative analysis of rare events, including singular states aggregation theorems and Simulation methods for rare events analysis, which discusses the importance of busy period parameters.
Journal ArticleDOI
Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach
TL;DR: Results that justify this approach proving that the numerical solution tends to the evolution equation of the continuous time HSMP are given and results obtained generalize classical results on integral equation numerical solutions applying them to particular kinds of integral equation systems.
Journal ArticleDOI
Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
TL;DR: In this article, the reliability results using homogeneous semi-Markov processes were extended to the case of homogeneous modeling semi-markov processes, and they applied some of their preceding results to give numerical solutions.
Journal ArticleDOI
Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case*
Jacques Janssen,Raimondo Manca +1 more
TL;DR: In this article, a numerical solution for the evolution equation of a continuous time nonhomogeneous semi-Markov process (NHSMP) is obtained using a quadrature method.
References
More filters
Book
The Theory of Matrices
TL;DR: In this article, the Routh-Hurwitz problem of singular pencils of matrices has been studied in the context of systems of linear differential equations with variable coefficients, and its applications to the analysis of complex matrices have been discussed.
Related Papers (5)
Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects
Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case*
Jacques Janssen,Raimondo Manca +1 more