書目名稱 | Nonlinearly Perturbed Semi-Markov Processes |
編輯 | Dmitrii Silvestrov,Sergei Silvestrov |
視頻video | http://file.papertrans.cn/668/667795/667795.mp4 |
概述 | Contains an extended bibliography of works in the areas.Essential reference for theoretical and applied researchers.Allows use with mixed-level classes for doctoral and advanced undergraduate students |
叢書名稱 | SpringerBriefs in Probability and Mathematical Statistics |
圖書封面 |  |
描述 | .The book presents new methods of asymptotic analysis for?nonlinearly perturbed semi-Markov processes with a finite phase?space. These methods are based on special time-space screening?procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational?calculus for Laurent asymptotic expansions. Effective recurrent?algorithms are composed for getting asymptotic expansions, without?and with explicit upper bounds for remainders, for power moments of?hitting times, stationary and conditional quasi-stationary distributions?for nonlinearly perturbed semi-Markov processes. These results are?illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various?applications. The book will be a useful contribution to the continuing?intensive studies in the area. It is an essential reference for theoretical?and applied researchersin the field of stochastic processes and their applications that will contribute to continuing extensive studies in the?area and remain relevant for years to come.?. |
出版日期 | Book 2017 |
關(guān)鍵詞 | Semi-Markov Process; Markov Chain; Birth-death Process; Nonlinear Perturbation; Asymptotic Expansion |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-60988-1 |
isbn_softcover | 978-3-319-60987-4 |
isbn_ebook | 978-3-319-60988-1Series ISSN 2365-4333 Series E-ISSN 2365-4341 |
issn_series | 2365-4333 |
copyright | The Author(s) 2017 |