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...

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

In this paper, an adaptive scheduling H∞ disturbance rejection controller is designed for a class of nonlinear Markov jump systems with nonhomogeneous Markov jump process, in which the transition probabilities are time-varying. To estimate and reject the disturbance, a disturbance observer is considered, such that a disturbance rejection state-feedback control law is designed. Under the designe...

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow nonhomogeneous diffusion limits and we treat transition densities with time lag converging to zero. Small time asymptotics are motivated by statistical applications ...

A Markov modulated Poisson Process (MMPP) is a Poisson process whose rate varies according to a Markov process. The nonhomogeneous MMPP developed in this article is a natural model for point processes whose events combine irregular bursts of activity with predictable (e.g. daily and hourly) patterns. We show how the MMPP may be viewed as a superposition of unobserved Poisson processes that are ...

The class of counting processes constitutes a significant part of applied probability. The classic counting processes include Poisson processes, nonhomogeneous Poisson processes, and renewal processes. More sophisticated counting processes, including Markov renewal processes, Markov modulated Poisson processes, age-dependent counting processes, and the like, have been developed for accommodatin...