Nonlinearly perturbed stochastic processes
This paper is a survey of results presented in the recent book [25]). This book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansio...
Saved in:
| Date: | 2008 |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4574 |
| 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: | Nonlinearly perturbed stochastic processes / D. Silvestrov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 129-164. — Бібліогр.: 77 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862604833881587712 |
|---|---|
| author | Silvestrov, D. |
| author_facet | Silvestrov, D. |
| citation_txt | Nonlinearly perturbed stochastic processes / D. Silvestrov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 129-164. — Бібліогр.: 77 назв.— англ. |
| collection | DSpace DC |
| description | This paper is a survey of results presented in the recent book [25]). This book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and risk processes are presented. The book also contains an extended bibliography of works in the area.
|
| first_indexed | 2025-11-28T10:21:31Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4574 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-28T10:21:31Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Silvestrov, D. 2009-12-07T15:39:12Z 2009-12-07T15:39:12Z 2008 Nonlinearly perturbed stochastic processes / D. Silvestrov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 129-164. — Бібліогр.: 77 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4574 This paper is a survey of results presented in the recent book [25]). This book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and risk processes are presented. The book also contains an extended bibliography of works in the area. en Інститут математики НАН України Nonlinearly perturbed stochastic processes Article published earlier |
| spellingShingle | Nonlinearly perturbed stochastic processes Silvestrov, D. |
| title | Nonlinearly perturbed stochastic processes |
| title_full | Nonlinearly perturbed stochastic processes |
| title_fullStr | Nonlinearly perturbed stochastic processes |
| title_full_unstemmed | Nonlinearly perturbed stochastic processes |
| title_short | Nonlinearly perturbed stochastic processes |
| title_sort | nonlinearly perturbed stochastic processes |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4574 |
| work_keys_str_mv | AT silvestrovd nonlinearlyperturbedstochasticprocesses |