书目名称 | Perturbed Semi-Markov Type Processes I |
副标题 | Limit Theorems for R |
编辑 | Dmitrii Silvestrov |
视频video | |
概述 | Provides a snapshot of a popular emerging topic.Presents new research and contextual literature review.Suitable for researchers and mixed-level classes |
图书封面 |  |
描述 | 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. . |
出版日期 | Book 2022 |
关键词 | Semi-Markov process; Markov chain; Multi-alternating regenerative process; Nonlinear perturbation; Rare- |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-030-92403-4 |
isbn_softcover | 978-3-030-92405-8 |
isbn_ebook | 978-3-030-92403-4 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |