Semi-Markov Models and Applications

Preface. Part I: Extensions of Basic Models. 1. The Solidarity of Markov Renewal Processes; R. Pyke. 2. A Generalization of Semi-Markov Processes; M. Iosifescu. 3. Quasi-stationary Phenomena for Semi-Markov Processes; M. Gyllenberg, D.S. Silvestrov. 4. Semi-Markov Random Walks; V.S. Korolyuk. 5. Diffusion Approximation for Processes with Semi-Markov Switches; V.V. Anisimov. 6. Approximations for Semi-Markov Single Ion Channel Models; S.M. Pitts. Part II: Statistical Estimation. 7. Log-likelihood in Stochastic Processes; G.G. Rousas, D. Bhattacharya. 8. Some Asymptotic Results and Exponential Approximation in Semi-Markov Models; G.G. Roussas, D. Bhattacharya. 9. Markov Renewal Processes and Exponential Families; V.T. Stefanov. 10. On Homogeneity of Two Semi-Markov Samples; L. Afanasyeva, P. Radchenko. 11. Product-Type Estimator of Convolutions; I. Gertsbakh, I. Spungin. 12. Failure Rate Estimation of Semi-Markov Systems; B. Ouhbi, N. Limnios. 13. Estimation for Semi-Markov Manpower Models in a Stochastic Environment; S. McClean, E. Montgomery. 14. Semi-Markov Models for Lifetime Data Analysis; R. Perez-Ocon, et al. Part III: Non-Homogeneous Models. 15. Continuous Time Non Homogeneous Semi-Markov Systems; A.A. Papadopoulou, P.C.G. Vassiliou. 16. The Perturbed Non-Homogeneous Semi-Markov System; P.C.G. Vassiliou, H. Tsakiridou. Part IV: Queueing Systems Theory. 17. Semi-Markov Queues with Heavy Tails; S. Asmussen. 18. MR Modelling of Poisson Traffic at Intersections Having Separate Turn Lanes; R. Gideon, R. Pyke. Part V: Financial Models. 19. Stochastic Stability and Optimal Control in Insurance Mathematics; A. Swishchuk. 20. Option Pricing with Semi-Markov Volatility; J. Janssen, et al. Part VI: Controlled Processes & Maintenance. 21. Applications of Semi-Markov Processes in Reliability and Maintenance; M. Abdel-Hameed. 22. Controlled Queueing Systems with Recovery Functions; T. Dohi, et al. Part VII: Chromatography & Fluid Mechanics. 23. Continuous Semi-Markov Models for Chromatography; B.P. Harlamov. 24. The Stress Tensor of the Closed Semi-Markov System. Energy and Entropy; G.M. Tsaklidis. Index.