Continuous Semi-Markov Processes

Continuous Semi-Markov Processes

By: Boris Harlamov (author)Hardback

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This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Levy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.

About Author

Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.


Chapter 1. Stepped Semi-Markov Processes. Chapter 2. Sequences of the First Exit Times and Regenerative Times. Chapter 3. Semi-Markov Processes of General Type. Chapter 4. Construction of the Process with Semi-Markov Transition Functions. Chapter 5. Semi-Markov Processes of Diffusion Type. Chapter 6. Time Change and Semi-Markov Processes. Chapter 7. Limit Theorems for Semi-Markov Processes. Chapter 8. Representing of the Semi-Markov Process as a Transformed Markov Process. Chapter 9. Semi-Markov Model of Chromatography. List of Authors. Index.

Product Details

  • ISBN13: 9781848210059
  • Format: Hardback
  • Number Of Pages: 376
  • ID: 9781848210059
  • weight: 692
  • ISBN10: 1848210051

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