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Nonlinearly Perturbed Semi-Markov Processes
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-2626-5598
2017 (English)Book (Refereed)
Abstract [en]

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. 

Place, publisher, year, edition, pages
Cham: Springer, 2017. , p. 143
Series
Springer Briefs in Probability and Mathematical Statistics, ISSN 2365-4333, E-ISSN 2365-4341
Keywords [en]
Semi-Markov Process, Markov Chain, Birth-death Process, Nonlinear Perturbation, Asymptotic Expansion
National Category
Probability Theory and Statistics
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:su:diva-149103DOI: 10.1007/978-3-319-60988-1ISBN: 978-3-319-60987-4 (print)ISBN: 978-3-319-60988-1 (electronic)OAI: oai:DiVA.org:su-149103DiVA, id: diva2:1157708
Available from: 2017-11-16 Created: 2017-11-16 Last updated: 2018-03-16Bibliographically approved

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