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Autore: | Silvestrov Dmitrii |
Titolo: | Nonlinearly Perturbed Semi-Markov Processes / / by Dmitrii Silvestrov, Sergei Silvestrov |
Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
Edizione: | 1st ed. 2017. |
Descrizione fisica: | 1 online resource (XIV, 143 p. 3 illus.) |
Disciplina: | 519.233 |
Soggetto topico: | Probabilities |
Probability Theory and Stochastic Processes | |
Persona (resp. second.): | SilvestrovSergei |
Nota di bibliografia: | Includes bibliographical references and index. |
Nota di contenuto: | Laurent Asymptotic Expansions -- Asymptotic Expansions for Moments of Hitting Times for Nonlinearly Perturbed Semi-Markov Processes -- Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes -- Nonlinearly Perturbed Birth-Death-Type Semi-Markov Processes -- Examples and Survey of Applied Perturbed Stochastic Models -- A. Methodological and Bibliographical Remarks. |
Sommario/riassunto: | The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come. . |
Titolo autorizzato: | Nonlinearly Perturbed Semi-Markov Processes |
ISBN: | 3-319-60988-2 |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910254302703321 |
Lo trovi qui: | Univ. Federico II |
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