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Perturbed Semimarkov Type Processes I Limit Theorems For Rareevent Times And Processes 1st Ed 2022 Dmitrii Silvestrov

  • SKU: BELL-51748594
Perturbed Semimarkov Type Processes I Limit Theorems For Rareevent Times And Processes 1st Ed 2022 Dmitrii Silvestrov
$ 31.00 $ 45.00 (-31%)

4.7

106 reviews

Perturbed Semimarkov Type Processes I Limit Theorems For Rareevent Times And Processes 1st Ed 2022 Dmitrii Silvestrov instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 2.99 MB
Pages: 418
Author: Dmitrii Silvestrov
ISBN: 9783030924027, 3030924025
Language: English
Year: 2022
Edition: 1st ed. 2022

Product desciption

Perturbed Semimarkov Type Processes I Limit Theorems For Rareevent Times And Processes 1st Ed 2022 Dmitrii Silvestrov by Dmitrii Silvestrov 9783030924027, 3030924025 instant download after payment.

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.

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