Semi-Markov Chains and Hidden Semi-Markov Models toward Applications

Vlad Stefan Barbu

ISBN 10: 0387731717 / ISBN 13: 9780387731711

Published by Springer, 2008

Spuren von Feuchtigkeit / Nässe. This book is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. Another unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers. It can also serve as a text for a six month research-oriented course at a Master or PhD level. The prerequisites are a background in probability theory and finite state space Markov chains. Seller Inventory # 85b4642d-a5cf-46f4-b25a-946b1c52f474

Synopsis:

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes, with the use of discrete time offering a unique approach.

About the Author: Nikolaos Limnios is a professor in Applied Mathematics at the University of Technology of Compiegne.

Bibliographic Details

Title: Semi-Markov Chains and Hidden Semi-Markov ...
Publisher: Springer
Publication Date: 2008
Binding: Softcover
Condition: Fair