Nonlinearly perturbed semi-Markov processes
- 作者： Silvestrov, Dmitrii, author.
- 其他作者：
- 其他題名：
- SpringerBriefs in probability and mathematical statistics.
- 出版： Cham : Springer International Publishing :Imprint: Springer
- 叢書名： SpringerBriefs in probability and mathematical statistics,
- 主題： Markov processes. , Mathematics. , Probability Theory and Stochastic Processes.
- ISBN： 9783319609881 (electronic bk.) 、 9783319609874 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: 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.
- 摘要註: 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.
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讀者標籤：
- 系統號： 005408714 | 機讀編目格式
館藏資訊
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.