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Titlebook: Markov Renewal and Piecewise Deterministic Processes; Christiane Cocozza-Thivent Book 2021 Springer Nature Switzerland AG 2021 Markov rene

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楼主: proptosis
发表于 2025-3-23 12:05:16 | 显示全部楼层
Intensity of Some Marked Point Processes,s are in a given set during a given time period. They are both tools for proofs and aids for the understanding of formulas, and they provide interesting performance indicators in applications, as we will see in examples.
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Stability,d the CSMP and consequently between this driving chain and the PDMP. A large proportion of this work is inspired by Jacod [67]. Steady-sate intensities are also derived and applications are given. No special assumption about the structure of the interarrival distributions is required.
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Numerical Methods,Monte Carlo simulations are commonly used to get the expectation of quantities related to PDMPs. A rigorous and comprehensive presentation with very interesting examples can be found in De Saporta, Dufour, and Zhang [53].
发表于 2025-3-24 21:00:25 | 显示全部楼层
First Steps with PDMPs,ions concerning the deterministic behavior between jumps (namely the flow) and a very natural fundamental link between it and the interarrival distributions, which is the probability distributions of the periods between two consecutive jumps.
发表于 2025-3-25 01:29:42 | 显示全部楼层
Hitting Time Distribution,hich the probability that a piece of equipment is in operation throughout a given period of time has to be evaluated. It is an opportunity to look at new PDMPs that are obtained from the initial model. We give two methods to derive the probability that the hitting time . of . is strictly greater than ..
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