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Continuous Semi-Markov Processes

Boris Harlamov, State University, St. Petersburg, Russia

ISBN: 9781848210059

Publication Date: November 2007   Hardback   376 pp.

180 USD

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This book considers the special class of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times.
This class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, as well as some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book an invaluable resource.


1. Stepped Semi-Markov Processes.
2. Sequences of the First Exit Times and regenerative times.
3. General Semi-Markov Processes.
4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions.
5. Semi-Markov Processes of Diffusion Type.
6. Time Change and Semi-Markov Processes.
7. Limit Theorems for Semi-Markov Processes.
8. Represention of a Semi-Markov Process as a Transformed Markov Process.
9. Semi-Markov Model of Chromatography.

About the Authors

Boris Harlamov is Professor of Applied Mathematics and Informatics in the Department of Architecture and Building at the State University, St. Petersburg, Russia.


DownloadTable of Contents - PDF File - 63 Kb

DownloadIntroduction - PDF File - 151 Kb

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