Markov processes form a fundamental class of stochastic models in which the evolution of a system is delineated by the memoryless property. In such processes, the future state depends solely on the ...

Semi-Markov processes extend traditional Markov models by explicitly accounting for the time spent in each state before transitioning. This added temporal dimension is particularly valuable in credit ...

We show that if the increment distribution of a renewal process has some convolution non-singular with respect to Lebesgue measure, then the skeletons of the forward recurrence time process are ...

SIAM Journal on Applied Mathematics, Vol. 49, No. 2 (Apr., 1989), pp. 404-419 (16 pages) This paper considers the asymptotic behavior of the random harmonic oscillator driven by a Markov process with ...

CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...

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