Nonlinearly Perturbed Semi-Markov Processes 1st ed. 2017 Edition

Ebook Details


Dmitrii Silvestrov, Sergei Silvestrov

Year 2017
Pages 143
Publisher Springer
Language en
ISBN 9783319609874
File Size 1.82 MB
File Format PDF
Download Counter 103
Amazon Link

Ebook Description

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.