Semi-Markov Models

Theory and Applications

  • Jacques Janssen

Table of contents

  1. Front Matter
    Pages i-x
  2. Markov Additive Processes and Regenerative Systems

    1. Front Matter
      Pages 1-1
    2. Peter Ney, Esa Nummelin
      Pages 3-12
    3. H. Kaspi, B. Maisonneuve
      Pages 13-22
  3. Semi-Markov Decision Processes

    1. Front Matter
      Pages 37-37
    2. Frank A. Van der Duyn Schouten
      Pages 63-78
  4. Algorithmic and Computer-Oriented Approach

    1. Front Matter
      Pages 97-97
    2. Peter W. Glynn, Donald L. Iglehart
      Pages 99-109
    3. Marcel Neuts, Guy Latouche
      Pages 131-177
  5. Semi Markov Models in Economy and Insurance

  6. Semi-Markov Processes and Reliability Theory

    1. Front Matter
      Pages 215-215
    2. Mohamed Abdel-Hameed
      Pages 231-252
  7. Simulation and Statistics for Semi-Markov Processes

  8. Semi-Markov Processes and Queueing Theory

    1. Front Matter
      Pages 317-317
    2. V. V. Kalashnikov
      Pages 319-335
    3. Hermann Thorisson
      Pages 351-368
    4. J. H. A. de Smit, G. J. K. Regterschot
      Pages 369-382
  9. Branching

    1. Front Matter
      Pages 383-383
    2. A. Joffe, W. A. O’N. Waugh
      Pages 397-405
    3. J. Neveu
      Pages 407-408
  10. Applications in Medicine

  11. Applications in Other Fields

    1. Front Matter
      Pages 451-451
    2. D. J. Bartholomew
      Pages 463-474
    3. E. Grandori Guagenti, C. Molina
      Pages 487-503
  12. A Second Bibliography on Semi-Markov Processes

    1. Front Matter
      Pages 505-505
    2. Jozef L. Teugels
      Pages 507-584
  13. Back Matter
    Pages 585-588

About this book


This book is the result of the International Symposium on Semi­ Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe­ matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio­ graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.


Markov model algorithms modeling probability statistics stochastic process stochastic processes

Editors and affiliations

  • Jacques Janssen
    • 1
  1. 1.Free University of BrusselsBrusselsBelgium

Bibliographic information