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Perturbed Semi-Markov Type Processes I

Limit Theorems for Rare-Event Times and Processes

Produktform: Buch / Einband - fest (Hardcover)

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. It also introduces new asymptotic recurrent algorithms of phase space reduction. In addition, it 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.  weiterlesen

Sprache(n): Englisch

ISBN: 978-3-030-92402-7 / 978-3030924027 / 9783030924027

Verlag: Springer International Publishing

Erscheinungsdatum: 29.03.2022

Seiten: 401

Auflage: 1

Autor(en): Dimitri Silvestrov, Dmitrii Silvestrov

139,09 € inkl. MwSt.
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