Quasimartingales associated to Markov processes

Application of Markov Processes to the Machine Delays Analysis

Production and non-productive equipment and personnel delays are a critical element of any production system. The frequency and length of delays impact heavily on the production and economic efficiency of these systems. Machining processes in wood industry are particularly vulnerable to productive and non-productive delays. Whereas, traditional manufacturing industries usually operate on homoge...

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.

Bernstein Processes Associated with a Markov Process

A general description of Bernstein processes, a class of diffusion processes, relevant to the probabilistic counterpart of quantum theory known as Euclidean Quantum Mechanics, is given. It is compatible with finite or infinite dimensional state spaces and singular interactions. Although the relations with statistical physics concepts (Gibbs measure, entropy,. . . ) is stressed here, recent deve...

The KTH Visit in Semi-Markov Processes

Extended Geometric Processes: Semiparametric Estimation and Application to ReliabilityImperfect repair, Markov renewal equation, replacement policy

Lam (2007) introduces a generalization of renewal processes named Geometric processes, where inter-arrival times are independent and identically distributed up to a multiplicative scale parameter, in a geometric fashion. We here envision a more general scaling, not necessar- ily geometric. The corresponding counting process is named Extended Geometric Process (EGP). Semiparametric estimates are...