Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems

Released on by Mats Gyllenberg
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  • Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems Book Detail

  • Author : Mats Gyllenberg
  • Release Date : 2008-10-31
  • Publisher : Walter de Gruyter
  • Genre : Mathematics
  • Pages : 593
  • ISBN 13 : 3110208253
  • File Size : 43,43 MB
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Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems by Mats Gyllenberg PDF Summary

Book Description: 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.

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Markov Chains and Invariant Probabilities

Markov Chains and Invariant Probabilities

File Size : 74,74 MB
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This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Me