Markov renewal processes are a class of random processes in probability and statistics that generalize the class of Markov jump processes. Other classes...

non-negative function. The superposition of renewal processes can be studied as a special case of Markov renewal processes. Applications include calculating the...

Gauss–Markov theorem Gauss–Markov process Markov blanket Markov boundary Markov chain Markov chain central limit theorem Additive Markov chain Markov additive...

jump process with arbitrary distributions of jump lengths and waiting times. More generally it can be seen to be a special case of a Markov renewal process...

the counting process is no longer a renewal process. Rather, a Markov renewal process is used. In the case that we have only two Markov states with equal...

Markov processes, Lévy processes, Gaussian processes, random fields, renewal processes, and branching processes. The study of stochastic processes uses...

phase-type renewal process is a Markov arrival process with phase-type distributed sojourn between arrivals. For example, if an arrival process has an interarrival...

semi-Markov model (HSMM) is a statistical model with the same structure as a hidden Markov model except that the unobservable process is semi-Markov rather...

counting process is the number of job arrivals to a queue over time. If a process has the Markov property, it is said to be a Markov counting process. Intensity...

decision process Markov information source Markov kernel Markov logic network Markov model Markov network Markov process Markov property Markov random field...

Carolina at Chapel Hill Boyle, Mike; Petersen, Karl (2010-01-13), Hidden Markov processes in the context of symbolic dynamics, arXiv:0907.1858 Xie (1996) p.21...

More complicated processes with the Markov property, such as Markov arrival processes, have been defined where the Poisson process is a special case...

derivative method and Markov renewal process clustering", 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 468–472, arXiv:1302...

statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion process is stochastic in...

delayed regenerative process. Renewal processes are regenerative processes, with T1 being the first renewal. Alternating renewal processes, where a system...

statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it can be used to describe...

In the mathematical study of stochastic processes, a Harris chain is a Markov chain where the chain returns to a particular part of the state space an...

of Markov chains Detailed balance Markov property Hidden Markov model Maximum-entropy Markov model Markov chain mixing time Markov partition Markov process...

mathematics Stochastic processes: Markov chain Poisson process Brownian motion and other diffusion processes Queueing theory Renewal theory Additional information...

statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a...

\{a_{i}^{n-M_{i}}Z_{n},M_{i}\leq n<M_{i+1}\}} forms a renewal process. The doubly geometric process. Given a sequence of non-negative random variables :...

Redner S. (2001) A Guide to First-Passage Process. Cambridge University Press, Cambridge, UK. Cox D. R. (1962) Renewal Theory. Methuen, London. David A. Kodde...

material on standard processes: Poisson point processes, renewal processes, self-exciting processes, and doubly stochastic processes. The second chapter...

are given by a renewal process. It is an extension of an M/M/1 queue, where this renewal process must specifically be a Poisson process (so that interarrival...

1960 with a thesis entitled "On the Use of Markov Processes in One-server Waiting-time Problems and Renewal Theory" advised by Nicolaas Govert de Bruijn...

Markov additive process Markov blanket / Bay Markov chain mixing time / (L:D) Markov decision process Markov information source Markov kernel Markov logic...

Poisson process (where inter-arrival durations are exponentially distributed) and have exponentially distributed service times (the M denotes a Markov process)...

In the theory of renewal processes, a part of the mathematical theory of probability, the residual time or the forward recurrence time is the time between...

for }}t\geq 0,} where the claim number process ( N t ) t ≥ 0 {\displaystyle (N_{t})_{t\geq 0}} is a renewal process and ( ξ i ) i ∈ N {\displaystyle (\xi...

functions of the variables. A one-dimensional GRF is also called a Gaussian process. An important special case of a GRF is the Gaussian free field. With regard...