ON INCREASING MARKOV PROCESSES

ON THE INFINITE ORDER MARKOV PROCESSES

The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.

Strictly Increasing Markov Chains as Wear Processes

To model the lifetime of a device, increasing Markov chains are used. The transition probabilities of the chain are as follows: pi, j = p if j = i+δ, and pi, j = 1− p if j = i+2δ. The mean time to failure of the device, namely the mean number of transitions required for the process, starting from x0, to take on a value greater than or equal to x0 + kδ is computed explicitly. A second version of...

ON THE GENERALIZATION OF N-PLE MARKOV PROCESSES

The notion of N-ple Markov process is defined in a quite general framework and it is shown that N-ple Markov processes-arel inear combinationso f some martingales

on the infinite order markov processes

the notion of infinite order markov process is introduced and the markov property of the flow of information is established.

The KTH Visit in Semi-Markov Processes