Semi-Markov chains and hidden semi-Markov models toward applications : their use in reliability and DNA analysis / Vlad Stefan Barbu and Nikolaos Limnios
Preface; Contents; Introduction; Discrete-Time Renewal Processes; Semi-Markov Chains; Nonparametric Estimation for Semi-Markov Chains; Reliability Theory for Discrete-Time Semi-Markov Systems; Hidden Semi-Markov Model and Estimation; Lemmas for Semi-Markov Chains; Lemmas for Hidden Semi-Markov Chains; Some Proofs; Markov Chains; Miscellaneous; Notation; References; Index
Summary
Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes
Bibliography
Includes bibliographical references (pages 211-220) and index