Markov-modulated processes & semiregenerative phenomena / António Pacheco, Loon Ching Tang, Narahari U Prabhu.
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on semiregenerative phenomena. Part II presents some applicat...
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