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Nonlinearly Perturbed Markov Chains and Large Deviations for Lifetime Functionals

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Recent Advances in Reliability Theory

Part of the book series: Statistics for Industry and Technology ((SIT))

Abstract

A new type of exponential asymptotical expansions in mixed large deviation and quasi-ergodic theorems and asymptotical expansions for quasistationary distributions are presented for nonlinearly perturbed Markov chains. Applications to analysis of rare events in stochastic systems are discussed.

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Author information

Authors and Affiliations

  1. Mälardalen University, Västeras, Sweden

    Dmitrii S. Silvestrov

Authors
  1. Dmitrii S. Silvestrov
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Editor information

Editors and Affiliations

  1. Division Mathématiques Appliquées, Université de Technologie de Compiègne, Compiègne Cedex, 60205, France

    N. Limnios

  2. Université Victor Segalen-Bordeaux 2, Bordeaux Cedex, 33076, France

    M. Nikulin

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Silvestrov, D.S. (2000). Nonlinearly Perturbed Markov Chains and Large Deviations for Lifetime Functionals. In: Limnios, N., Nikulin, M. (eds) Recent Advances in Reliability Theory. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1384-0_9

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  • DOI: https://doi.org/10.1007/978-1-4612-1384-0_9

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7124-6

  • Online ISBN: 978-1-4612-1384-0

  • eBook Packages: Springer Book Archive

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