Description: Perturbed Semi-Markov Type Processes : Limit Theorems for Rare-event Times and Processes, Paperback by Silvestrov, Dmitrii, ISBN 303092405X, ISBN-13 9783030924058, Like New Used, Free shipping in the US 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. Th 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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Book Title: Perturbed Semi-Markov Type Processes : Limit Theorems for Rare-ev
Number of Pages: Xvii, 401 Pages
Language: English
Publication Name: Perturbed Semi-Markov Type Processes I : Limit Theorems for Rare-Event Times and Processes
Publisher: Springer International Publishing A&G
Publication Year: 2023
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, General
Type: Textbook
Item Weight: 22.6 Oz
Author: Dmitrii Silvestrov
Subject Area: Mathematics
Item Length: 9.3 in
Item Width: 6.1 in
Format: Trade Paperback
