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Nonlinearly perturbed stochastic processes

Vernadsky National Library of Ukraine

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Title Nonlinearly perturbed stochastic processes
 
Creator Silvestrov, D.
 
Description This paper is a survey of results presented in the recent book [25]). This book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and risk processes are presented. The book also contains an extended bibliography of works in the area.
 
Date 2009-12-07T15:39:12Z
2009-12-07T15:39:12Z
2008
 
Type Article
 
Identifier Nonlinearly perturbed stochastic processes / D. Silvestrov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 129-164. — Бібліогр.: 77 назв.— англ.
0321-3900
http://dspace.nbuv.gov.ua/handle/123456789/4574
 
Language en
 
Publisher Інститут математики НАН України