Applied Probability

DOI10.1007/978-3-319-97412-5zbMath1434.60002OpenAlexW4245284057MaRDI QIDQ4583362

Valérie Girardin, Nikolaos Limnios

Publication date: 28 August 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-97412-5

zbMATH Keywords

Markov chainsrandom sumsmartingalespoint processesrandom sequencesstopping timesMarkov and semi-Markov processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Estimation of stationary probability of semi-Markov chains ⋮ Competing risks modeling by extended phase-type semi-Markov distributions ⋮ A Stochastic Algorithm for Fault Inverse Problems in Elastic Half Space with Proof of Convergence ⋮ Tempus volat, hora fugit: A survey of tie‐oriented dynamic network models in discrete and continuous time ⋮ The continuous-time hidden Markov model based on discretization. Properties of estimators and applications

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