Perturbed Semi-Markov Type Processes I
Silvestrov, Dmitrii
Produktnummer:
18314258d508a54771848ff51c1d090c20
Autor: | Silvestrov, Dmitrii |
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Themengebiete: | Ergodic theorem Hitting time Limit theorem Markov chain Multi-alternating regenerative process Nonlinear perturbation Phase space reduction Rare-event process Rare-event time Semi-Markov process |
Veröffentlichungsdatum: | 29.03.2022 |
EAN: | 9783030924027 |
Sprache: | Englisch |
Seitenzahl: | 401 |
Produktart: | Gebunden |
Verlag: | Springer International Publishing |
Untertitel: | Limit Theorems for Rare-Event Times and Processes |
Produktinformationen "Perturbed Semi-Markov Type Processes I"
This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necessary and sufficient conditions for weak convergence for first-rare-event times and convergence in the topology J for first-rare-event processes defined on regularly perturbed finite Markov chains and semi-Markov processes. The text introduces new asymptotic recurrent algorithms of phase space reduction. It also addresses both effective conditions of weak convergence for distributions of hitting times as well as convergence of expectations of hitting times for regularly and singularly perturbed finite Markov chains and semi-Markov processes. The book also contains a comprehensive bibliography of major works in the field. It provides an effective reference for both graduate students as well as theoretical and applied researchers studying stochastic processes and their applications.

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