UID:
almahu_9949462256802882
Umfang:
1 online resource (579 p.)
ISBN:
9783110208252
,
9783110494969
Serie:
De Gruyter Expositions in Mathematics , 44
Inhalt:
The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and for risk processes are presented. The book also contains an extended bibliography of works in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications and may be also useful for doctoral and advanced undergraduate students.
Anmerkung:
Frontmatter --
,
Contents --
,
Introduction --
,
Chapter 1. Perturbed renewal equation --
,
Chapter 2. Nonlinearly perturbed renewal --
,
equation --
,
Chapter 3. Nonlinearly perturbed regenerative --
,
processes --
,
Chapter 4. Perturbed semi-Markov processes --
,
Chapter 5. Nonlinearly perturbed semi-Markov --
,
processes --
,
Chapter 6. Quasi-stationary phenomena in stochastic --
,
systems --
,
Chapter 7. Nonlinearly perturbed risk --
,
processes --
,
Chapter 8. Supplements --
,
Backmatter
,
Issued also in print.
,
Mode of access: Internet via World Wide Web.
,
In English.
In:
DG Expositions in Mathematics Backlist eBook Package, De Gruyter, 9783110494969
In:
DGBA Backlist Complete English Language 2000-2014 PART1, De Gruyter, 9783110238570
In:
DGBA Backlist Mathematics 2000-2014 (EN), De Gruyter, 9783110238471
In:
DGBA Mathematics - 2000 - 2014, De Gruyter, 9783110637205
In:
E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2008, De Gruyter, 9783110212129
In:
E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2008, De Gruyter, 9783110212136
In:
E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2008, De Gruyter, 9783110209082
Weitere Ausg.:
ISBN 9783110204377
Sprache:
Englisch
DOI:
10.1515/9783110208252
URL:
https://doi.org/10.1515/9783110208252
URL:
https://www.degruyter.com/isbn/9783110208252