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Applied Semi-Markov Processes / by Jacques Janssen, Raimondo Manca

1st ed. 2006.
出版者 New York, NY : Springer US : Imprint: Springer
出版年 2006
本文言語 英語
大きさ XII, 310 p : online resource
冊子体 Ultrasound in synthesis / Steven V. Ley, Caroline M.R. Low ; :us,:gw
著者標目 *Janssen, Jacques author
Manca, Raimondo author
SpringerLink (Online service)
件 名 LCSH:Probabilities
LCSH:Finance, Public
LCSH:Mathematics
LCSH:Mathematical models
LCSH:Security systems
LCSH:Finance
FREE:Probability Theory
FREE:Public Economics
FREE:Applications of Mathematics
FREE:Mathematical Modeling and Industrial Mathematics
FREE:Security Science and Technology
FREE:Financial Economics
一般注記 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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Springer eBooks 9780387295480
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データ種別 電子ブック
分 類 LCC:QA273.A1-274.9
DC23:519.2
書誌ID 4000119816
ISBN 9780387295480

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