Nonlinearly Perturbed Semi-Markov Processes

• Main Authors: Silvestrov, Dmitrii (Author), Silvestrov, Sergei (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: SpringerBriefs in Probability and Mathematical Statistics,
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

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 opera...

Table of Contents:

• Laurent Asymptotic Expansions
• Asymptotic Expansions for Moments of Hitting Times for Nonlinearly Perturbed Semi-Markov Processes
• Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes
• Nonlinearly Perturbed Birth-Death-Type Semi-Markov Processes
• Examples and Survey of Applied Perturbed Stochastic Models
• A. Methodological and Bibliographical Remarks.