The limit properties diffusion process in a semi-Markov environment

The KTH Visit in Semi-Markov Processes

Chapter 8 SEMI - MARKOV PROCESS

In many (if not most) real-world applications, the arrival of customers to a service center is not well described by renewal processses. Quite often, the times between successive arrivals are correlated, whereas renewal processes have independent interarrival times. A natural generalization is the class of semiMarkov processes (SMP), which when specifically applied to the arrival of customers a...

“ General Actuarial Models in a Semi - markov Environment ”

The first application of Semi-Markov Process (SMP) in actuarial field was given by J. Janssen [6]. Many authors successively used these processes and their generalizations In some books it is also shown how it is possible to use these processes in actuarial science, (see Pitacco, Olivieri, [10], CMIR12 [12]).These processes can be generalised introducing a reward structure see for example Howar...

Hierarchical Dirichlet Process Hidden Semi-Markov Models

Given a set of sequential data in an unsupervised setting, we often aim to infer meaningful states present in the data along with characteristics that describe and distinguish those states. For example, in a speaker diarization (or who-spoke-when) problem, we are given a single audio recording of a meeting and wish to infer the number of speakers present, when they speak, and some characteristi...

the kth visit in semi-markov processes