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.