Markov and Semi-Markov Chains, Processes, Systems, and Emerging Related Fields

Level-crossing Ordering of Semi-markov Processes and Markov Chains

We extend the definition of level-crossing ordering of stochastic processes, proposed by Irle andGani (2001), to the case in which the times to exceed levels are compared using an arbitrary stochastic order, and work, in particular, with integral stochastic orders closed for convolution. Using a sample-path approach, we establish level-crossing ordering results for the case in which the slower ...

The KTH Visit in Semi-Markov Processes

Hidden hybrid Markov/semi-Markov chains

Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexibility of hidden semi-Markov chains for the modeling of short or medium size homogeneous zones along sequences but also enables the modeling of long zones with Markovian states. The...

Markov Chains and Jump Processes

the kth visit in semi-markov processes