Perturbed Semi-Markov Type Processes I

Limit Theorems for Rare-Event Times and Processes de

Éditeur :

Springer


Paru le : 2022-03-25

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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. 

Pages
401 pages
Collection
n.c
Parution
2022-03-25
Marque
Springer
EAN papier
9783030924027
EAN PDF
9783030924034

Informations sur l'ebook
Nombre pages copiables
4
Nombre pages imprimables
40
Taille du fichier
6083 Ko
Prix
137,14 €
EAN EPUB
9783030924034

Informations sur l'ebook
Nombre pages copiables
4
Nombre pages imprimables
40
Taille du fichier
28631 Ko
Prix
137,14 €

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