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markov renewal process

См. также в других словарях:

  • Renewal theory — is the branch of probability theory that generalizes Poisson processes for arbitrary holding times . Applications include calculating the expected time for a monkey who is randomly tapping at a keyboard to type the word Macbeth and comparing the… …   Wikipedia

  • Semi-Markov process — A continuous time stochastic process is called a semi Markov process or Markov renewal process if the embedded jump chain (the discrete process registering what values the process takes) is a Markov chain, and where the holding times (time… …   Wikipedia

  • Counting process — A counting process is a stochastic process {N(t), t ≥ 0} that possesses the following properties: N(t) ≥ 0. N(t) is an integer. If s ≤ t then N(s) ≤ N(t). If s < t, then N(t) − N(s) is the number of events occurred during the… …   Wikipedia

  • Markovian arrival processes — In queueing theory, Markovian arrival processes are used to model the arrival of customers to a queue. Some of the most common include the Poisson process, Markov arrival process and the batch Markov arrival process. Contents 1 Background 2… …   Wikipedia

  • Vaclav E. Benes — Vaclav Edvard Vic Benes (born 1930) is a Czech American mathematician, known for his contributions to the theory of stochastic processes, queueing theory and control theory, as well as the design of telecommunications switches.He studied under… …   Wikipedia

  • Бенеш, Вацлав Эдвард — Václav Edvard Vic Beneš Дата рождения: 1930 год(1930) Научная сфера: математика Альма матер: Принстонский университет …   Википедия

  • Ruin theory — Ruin theory, sometimes referred to as collective risk theory, is a branch of actuarial science that studies an insurer s vulnerability to insolvency based on mathematical modeling of the insurer s surplus.The theory permits the derivation and… …   Wikipedia

  • operations research — the analysis, usually involving mathematical treatment, of a process, problem, or operation to determine its purpose and effectiveness and to gain maximum efficiency. [1940 45, Amer.] * * * Application of scientific methods to management and… …   Universalium

  • Queueing theory — is the mathematical study of waiting lines (or s ). The theory enables mathematical analysis of several related processes, including arriving at the (back of the) queue, waiting in the queue (essentially a storage process), and being served by… …   Wikipedia

  • ANTISEMITISM — ANTISEMITISM, a term coined in 1879, from the Greek ἁντί = anti, and Σημ = Semite by the German agitator wilhelm marr to designate the then current anti Jewish campaigns in Europe. Antisemitism soon came into general use as a term denoting all… …   Encyclopedia of Judaism

  • William Feller — Naissance 7 juillet 1906 Zagreb (Croatie) Décès 14 janvier 1970 …   Wikipédia en Français

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