Perturbed Semi-Markov Type Processes I Perturbed Semi-Markov Type Processes I

Perturbed Semi-Markov Type Processes I

Limit Theorems for Rare-Event Times and Processes

    • ‏119٫99 US$
    • ‏119٫99 US$

وصف الناشر

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 providesan effective reference for both graduate students as well as theoretical and applied researchers studying stochastic processes and their applications. 

النوع
علم وطبيعة
تاريخ النشر
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٢٥ مارس
اللغة
EN
الإنجليزية
عدد الصفحات
٤١٨
الناشر
Springer International Publishing
البائع
Springer Nature B.V.
الحجم
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‫م.ب.‬
Perturbed Semi-Markov Type Processes II Perturbed Semi-Markov Type Processes II
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Stochastic Stability of Differential Equations Stochastic Stability of Differential Equations
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From Stochastic Calculus to Mathematical Finance From Stochastic Calculus to Mathematical Finance
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Telegraph Processes and Option Pricing Telegraph Processes and Option Pricing
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Stochastic Processes and Functional Analysis Stochastic Processes and Functional Analysis
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Modern Stochastics and Applications Modern Stochastics and Applications
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Coupling and Ergodic Theorems for Semi-Markov-Type Processes II Coupling and Ergodic Theorems for Semi-Markov-Type Processes II
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Coupling and Ergodic Theorems for Semi-Markov-Type Processes I Coupling and Ergodic Theorems for Semi-Markov-Type Processes I
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Perturbed Semi-Markov Type Processes II Perturbed Semi-Markov Type Processes II
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Nonlinearly Perturbed Semi-Markov Processes Nonlinearly Perturbed Semi-Markov Processes
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Modern Problems in Insurance Mathematics Modern Problems in Insurance Mathematics
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