UID:
edocfu_9958103635602883
Format:
1 online resource (592 p.)
ISBN:
1-283-39686-6
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9786613396860
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3-11-020825-3
Series Statement:
De Gruyter expositions in mathematics, 44
Content:
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.
Note:
Description based upon print version of record.
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Frontmatter --
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Contents --
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Introduction --
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Chapter 1. Perturbed renewal equation --
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Chapter 2. Nonlinearly perturbed renewal equation --
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Chapter 3. Nonlinearly perturbed regenerative processes --
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Chapter 4. Perturbed semi-Markov processes --
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Chapter 5. Nonlinearly perturbed semi-Markov processes --
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Chapter 6. Quasi-stationary phenomena in stochastic systems --
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Chapter 7. Nonlinearly perturbed risk processes --
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Chapter 8. Supplements --
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Backmatter
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Issued also in print.
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English
Additional Edition:
ISBN 3-11-020437-1
Language:
English
Subjects:
Mathematics
DOI:
10.1515/9783110208252
