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Perturbed Semi-Markov Type Processes I

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Perturbed Semi-Markov Type Processes I

Limit Theorems for Rare-Event Times and Processes

Dmitrii Silvestrov

Springer
Publication date : 2022-03-25

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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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About the book

Author

Dmitrii Silvestrov

Imprint

Springer

Collection

n.c

Publication date

2022-03-25

Pages

401 pages

Print ISBN

9783030924027

Language

English

Ebook informations

EAN PDF

9783030924034

Price

£109.99

Copy count 4

Print count 40

File size 6083 Ko

Informations accessibility

EAN EPUB

9783030924034

Price

£109.99

Copy count 4

Print count 40

File size 28631 Ko

Informations accessibility

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About author(s)

Dmitrii Silvestrov

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