POKORA, Ondřej. Hazard rate functions driven by finite-state and continuous-state stochastic processes. In Tomáš Pavlík, Ondřej Májek. Proceedings of the 9th Summer School on Computational Biology: Stochastic Modelling in Epidemiology. Brno: Masarykova univerzita, 2013, p. 57-66. ISBN 978-80-210-6305-1.
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Basic information
Original name Hazard rate functions driven by finite-state and continuous-state stochastic processes
Authors POKORA, Ondřej (203 Czech Republic, guarantor, belonging to the institution).
Edition Brno, Proceedings of the 9th Summer School on Computational Biology: Stochastic Modelling in Epidemiology, p. 57-66, 10 pp. 2013.
Publisher Masarykova univerzita
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 10103 Statistics and probability
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
WWW URL
RIV identification code RIV/00216224:14310/13:00073084
Organization unit Faculty of Science
ISBN 978-80-210-6305-1
Keywords in English hazard rate function; first hitting time; multi-state model; continuous-state model
Changed by Changed by: Mgr. Ondřej Pokora, Ph.D., učo 42536. Changed: 13/3/2018 16:07.
Abstract
The aim of this contribution is to present basic mathematical knowledge on how the hazard rate of the first hitting time is related to the underlaying stochastic process. We would not give complete mathematical treatment, but rather a practical view suitable for modelling and performing simulations.
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