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Table of contents (12 chapters)
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Front Matter
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First-Rare-Event Times for Regularly Perturbed Semi-Markov Processes
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Front Matter
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Hitting Times and Phase Space Reduction for Perturbed Semi-Markov Processes
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Front Matter
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Back Matter
Keywords
About this book
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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Bibliographic Information
Book Title: Perturbed Semi-Markov Type Processes I
Book Subtitle: Limit Theorems for Rare-Event Times and Processes
Authors: Dmitrii Silvestrov
DOI: https://doi.org/10.1007/978-3-030-92403-4
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022
Hardcover ISBN: 978-3-030-92402-7Published: 29 March 2022
Softcover ISBN: 978-3-030-92405-8Published: 30 March 2023
eBook ISBN: 978-3-030-92403-4Published: 25 March 2022
Edition Number: 1
Number of Pages: XVII, 401
Number of Illustrations: 5 b/w illustrations, 3 illustrations in colour