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

    • US$119.99
    • US$119.99

출판사 설명

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. 

장르
과학 및 자연
출시일
2022년
3월 25일
언어
EN
영어
길이
418
페이지
출판사
Springer International Publishing
판매자
Springer Nature B.V.
크기
16.9
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