Nonlinearly Perturbed Semi-Markov Processes - SpringerBriefs in Probability and Mathematical Statistics (Paperback)
  • Nonlinearly Perturbed Semi-Markov Processes - SpringerBriefs in Probability and Mathematical Statistics (Paperback)
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Nonlinearly Perturbed Semi-Markov Processes - SpringerBriefs in Probability and Mathematical Statistics (Paperback)

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£44.99
Paperback 143 Pages / Published: 14/09/2017
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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 operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come.


Publisher: Springer International Publishing AG
ISBN: 9783319609874
Number of pages: 143
Weight: 2526 g
Dimensions: 235 x 155 mm
Edition: 1st ed. 2017

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