Åpne denne publikasjonen i ny fane eller vindu >>2016 (engelsk)Doktoravhandling, med artikler (Annet vitenskapelig)
Abstract [en]
In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. In particular, asymptotic expansions are given for solutions of renewal equations, quasi-stationary distributions for semi-Markov processes, and ruin probabilities for risk processes.
sted, utgiver, år, opplag, sider
Stockholm: Department of Mathematics, Stockholm University, 2016. s. 48
Emneord
Renewal equation, Perturbation, Asymptotic expansion, Regenerative process, Risk process, Semi-Markov process, Markov chain, Quasi-stationary distribution, Ruin probability, First hitting time, Solidarity property
HSV kategori
Forskningsprogram
matematisk statistik
Identifikatorer
urn:nbn:se:su:diva-128979 (URN)978-91-7649-422-6 (ISBN)
Disputas
2016-06-02, Sal 14, hus 5, Kräftriket, Roslagsvägen 101, Stockholm, 13:00 (engelsk)
Opponent
Veileder
Merknad
At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 4: Manuscript. Paper 5: Manuscript. Paper 6: Manuscript.
2016-05-102016-04-112022-02-23bibliografisk kontrollert