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Item Details
| Title:
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NONLINEARLY PERTURBED SEMI-MARKOV PROCESSES
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| By: |
Sergei Silvestrov, Dmitrii S. Silvestrov |
| Format: |
Paperback |
| List price:
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£44.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3319609874 |
| ISBN 13: |
9783319609874 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
1 September, 2017 |
| Edition: |
1st ed. 2017 |
| Series: |
SpringerBriefs in Probability and Mathematical Statistics |
| Pages: |
143 |
| Description: |
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. |
| Synopsis: |
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 researchers in 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. |
| Illustrations: |
3 Illustrations, black and white; XIV, 143 p. 3 illus. |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Returnable |
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