Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes
Asymptotic expansions are given for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes.
Saved in:
| Date: | 2007 |
|---|---|
| ISSN: | 0321-3900 |
| Main Author: | Silvestrov, D.S. |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4495 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes / D.S. Silvestrov // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 267-271. — Бібліогр.: 1 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of UkraineSimilar Items
Asymptotic expansions for distributions of the surplus prior and at the time of ruin
by: Silvestrov, D.S.
Published: (2007)
by: Silvestrov, D.S.
Published: (2007)
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
by: Silvestrov, D.S., et al.
Published: (2006)
by: Silvestrov, D.S., et al.
Published: (2006)
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
by: Silvestrov, D.S., et al.
Published: (2006)
by: Silvestrov, D.S., et al.
Published: (2006)
Asymptotic Expansion of Markov Random Evolution
by: Samoilenko, I.V.
Published: (2006)
by: Samoilenko, I.V.
Published: (2006)
Nonlinearly perturbed stochastic processes
by: Silvestrov, D.
Published: (2008)
by: Silvestrov, D.
Published: (2008)
Semi-Markov reward models for disability insurance
by: Stenberg, F., et al.
Published: (2006)
by: Stenberg, F., et al.
Published: (2006)
Stochastic optimization with semi-Markov switching and impulsive perturbations
by: V. R. Kukurba
Published: (2013)
by: V. R. Kukurba
Published: (2013)
The distribution of random motion in semi-Markov media
by: A. Pogorui
Published: (2012)
by: A. Pogorui
Published: (2012)
The distribution of random evolution in Erlang semi-Markov media
by: A. Pogorui
Published: (2011)
by: A. Pogorui
Published: (2011)
A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)
by: Bondarenko, A.
Published: (2007)
Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Ya. Chabaniuk, et al.
Published: (2018)
by: Ya. Chabaniuk, et al.
Published: (2018)
Weak convergence of first-rare-event times for semi-Markov processes
by: Drozdenko, M.
Published: (2007)
by: Drozdenko, M.
Published: (2007)
Assessment and optimal policies of semi-continuous killed Markov decision processes
by: P. R. Shpak, et al.
Published: (2016)
by: P. R. Shpak, et al.
Published: (2016)
Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V.S., et al.
Published: (2005)
by: Korolyuk, V.S., et al.
Published: (2005)
Levy approximation of processes with locally independent increments with semi-Markov switching
by: Koroliuk, V.S., et al.
Published: (2009)
by: Koroliuk, V.S., et al.
Published: (2009)
Asymptotics of control problem for the diffusion process in Markov environment
by: Ja. M. Chabanjuk, et al.
Published: (2020)
by: Ja. M. Chabanjuk, et al.
Published: (2020)
Convergence of option rewards for Markov type price processes
by: Silvestrov, D., et al.
Published: (2007)
by: Silvestrov, D., et al.
Published: (2007)
A semi-Markov model of inventory control
by: P. S. Knopov, et al.
Published: (2016)
by: P. S. Knopov, et al.
Published: (2016)
Quasi-stationary streamer propagation
by: Bolotov, O., et al.
Published: (2015)
by: Bolotov, O., et al.
Published: (2015)
Features of polymorphic transformations progress on the initial and quasi-stationary stages of process
by: O. G. Sidorenko, et al.
Published: (2012)
by: O. G. Sidorenko, et al.
Published: (2012)
Quasi-stationary mode of the beam-plasma discharge
by: Dadyka, D.I., et al.
Published: (2018)
by: Dadyka, D.I., et al.
Published: (2018)
Asymptotics of normalized control with Markov switchings
by: A. V. Nikitin, et al.
Published: (2016)
by: A. V. Nikitin, et al.
Published: (2016)
Stochastic approximation procedure with impulsive Markov perturbations
by: Chabanyuk, Ya.M., et al.
Published: (2011)
by: Chabanyuk, Ya.M., et al.
Published: (2011)
Asymptotic dissipativity for merged stochastic evolutionary systems with markov switchings and impulse perturbations under conditions of Levy aproximations
by: I. V. Samoilenko, et al.
Published: (2020)
by: I. V. Samoilenko, et al.
Published: (2020)
Semi-infinite metal: perturbative treatment based on semi-infinite jellium
by: Kostrobij, P.P., et al.
Published: (2008)
by: Kostrobij, P.P., et al.
Published: (2008)
Stochastic optimization procedure for testing model in semi-Markov environment
by: V. R. Kukurba, et al.
Published: (2014)
by: V. R. Kukurba, et al.
Published: (2014)
Convergence in Skorokhod J-topology for compositions of stochastic processes
by: Silvestrov, D.S.
Published: (2008)
by: Silvestrov, D.S.
Published: (2008)
On the Limit Behavior of a Sequence of Markov Processes Perturbed in a Neighborhood of the Singular Point
by: Ju. Pilipenko, et al.
Published: (2015)
by: Ju. Pilipenko, et al.
Published: (2015)
On Estimate of Lyapunov Function and Stability of Motion of System with Asymptotic Expansion of Right-Hand Side of Equations of Perturbed Motion
by: A. A. Martyniuk, et al.
Published: (2021)
by: A. A. Martyniuk, et al.
Published: (2021)
About some multi-task model for semi-markov inventory system
by: T. V. Pepeljaeva, et al.
Published: (2015)
by: T. V. Pepeljaeva, et al.
Published: (2015)
Hedging of options under mean-square criterion and semi-Markov volatility
by: Svishchuk, A.V.
Published: (1995)
by: Svishchuk, A.V.
Published: (1995)
Asymptotically optimal estimator of the parameter of semi-linear autoregression
by: Ivanenko, D.
Published: (2007)
by: Ivanenko, D.
Published: (2007)
Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
by: O. V. Ivanov, et al.
Published: (2014)
by: O. V. Ivanov, et al.
Published: (2014)
Non-Perturbative Asymptotic Improvement of Perturbation Theory and Mellin-Barnes Representation
by: Friot, S., et al.
Published: (2010)
by: Friot, S., et al.
Published: (2010)
Complete Asymptotic Expansions for the Normalizing Constants of High-Dimensional Matrix Bingham and Matrix Langevin Distributions
by: Bagyan, Armine, et al.
Published: (2024)
by: Bagyan, Armine, et al.
Published: (2024)
Stability of stochastic systems of random structure with markov switchings and perturbations
by: T. O. Lukashiv, et al.
Published: (2017)
by: T. O. Lukashiv, et al.
Published: (2017)
On asymptotic behavior of conditional probability of crossing the nonlinear boundary by a perturbed random walk
by: S. Aliyev, et al.
Published: (2011)
by: S. Aliyev, et al.
Published: (2011)
Mixture of distributions based on the Markov chain
by: Ya. I. Yeleiko, et al.
Published: (2022)
by: Ya. I. Yeleiko, et al.
Published: (2022)
Asymptotic dissipativity of stochastic processes with impulse perturbation in the Levy approximation scheme
by: A. V. Nikitin
Published: (2018)
by: A. V. Nikitin
Published: (2018)
Asymptotic dissipation for random processes with impulse perturbation in the Poisson approximation scheme
by: I. V. Samojlenko, et al.
Published: (2018)
by: I. V. Samojlenko, et al.
Published: (2018)
Similar Items
-
Asymptotic expansions for distributions of the surplus prior and at the time of ruin
by: Silvestrov, D.S.
Published: (2007) -
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
by: Silvestrov, D.S., et al.
Published: (2006) -
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
by: Silvestrov, D.S., et al.
Published: (2006) -
Asymptotic Expansion of Markov Random Evolution
by: Samoilenko, I.V.
Published: (2006) -
Nonlinearly perturbed stochastic processes
by: Silvestrov, D.
Published: (2008)