Semi-Markov Models - Jacques Janssen

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Sommaire:
Section I. Markov Additive Processes and Regenerative Systems.- Some limit theorems for Markov additive processes.- Stationary regenerative processes.- Asymptotic analysis of some non-homogeneous semi-Markov processes.- Section II. Semi-Markov Decision Processes.- Markov and semi-Markov decision models and optimal stopping.- Markov decision drift processes.- The functional equations of undiscounted denumerable state Markov renewal programming.- Section III. Algorithmic and Computer-Oriented Approach.- Recursive moment formulas for regenerative simulation.- Computation of the state probabilities in a class of semi-regenerative queueing systems.- The superposition of two PH-renewal processes.- Section IV. Semi-Markov Models in Economy and Insurance.- Pension accumulation as a semi-Markov reward process, with applications to pension reform.- The structure of a firm's optimal non-decreasing wage policy when recruitment is a wage dependent Poisson process.- Section V. Semi-Markov Processes and Reliability Theory.- Markov renewal processes in reliability analysis.- Deterioration processes.- Stochastic processes with an embedded point process and their application to system reliability analysis.- Section VI. Simulation and Statistics for Semi-Markov Processes.- Semi-Markov models for manpower planning.- Statistical analysis of semi-Markov processes based on the theory of counting processes.- Section VII. Semi-Markov Processes and Queueing Theory.- Approximation of stochastic models.- The method of renovating events and its applications in queueing theory.- On non-time homogeneity.- A semi-Markov queue vith exponential service times.- Section VIII. Branching.- Estimation theory for multitype branching processes.- Exact distribution of kin number in multitype Galton-Watson process.- Arbres de Galton-Watson.- Section IX. Applications in Medicine.- Some remarks on semi-Markov processes in medical statistics.- Semi-Markov and non-homogeneous Markov models in medicine.- Application of semi-Markov processes to health care planning: a model to study the flow of patients following the dialysis-transplantation plan.- Section X. Applications in Other Fields.- Applications of semi-Markov processes: a miscellany.- Social applications of semi-Markov processes.- Language modelling using a hidden Markov chain with application to automatic transcription of French stenotypy.- Semi-Markov processes in seismic risk analysis.- Section XI.- A second bibliography on semi-Markov processes.