Perturbed Semi-Markov Type Processes I

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  • Perturbed Semi-Markov Type Processes I Book Detail

  • Author : Dmitrii Silvestrov
  • Release Date : 2022
  • Publisher :
  • Genre :
  • Pages : 0
  • ISBN 13 : 9783030924041
  • File Size : 79,79 MB

Perturbed Semi-Markov Type Processes I by Dmitrii Silvestrov PDF Summary

Book Description: 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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Perturbed Semi-Markov Type Processes I

Perturbed Semi-Markov Type Processes I

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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,

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Perturbed Semi-Markov Type Processes II

Perturbed Semi-Markov Type Processes II

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This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains

Perturbed Semi-Markov Type Processes I

Perturbed Semi-Markov Type Processes I

File Size : 31,31 MB
Total View : 3186 Views
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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,

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Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and