Let $X = (X_t, P^x)$ be a right Markov process and let $m$ be an excessive measure for $X$. Associated with the pair $(X, m)$ is a stationary strong Markov process ...

The aim of the present paper is to construct a stochastic process, whose law is the solution of the Smoluchowski's coagulation equation. We introduce first a modified equation, dealing with the ...

Markov chains provide a fundamental framework for modelling stochastic processes, where the next state depends solely on the current state. Hidden Markov models (HMMs) extend this framework by ...

This is a preview. Log in through your library . Abstract The paper investigates the reverse time differentiation of a stochastic exponential that occurs in smoothing, when the signal is a finite ...

Finite mixture models and hidden Markov models (HMMs) occupy central roles in modern statistical inference and data analysis. Finite mixture models assume that data originate from a latent combination ...

We present a method for finding the age distribution of the absorbing semi-Markov process, age being the total time elapsed since the beginning of the process. Several examples are given. Journal ...

Markov chains and queueing theory together provide a robust framework for analysing systems that evolve randomly over time. Markov chains describe stochastic processes where the future state depends ...