Abstract
In this chapter, we discuss some natural generalisations of the asymptotic results presented in Chaps. 8–11. We also describe the features of the asymptotic recurrent algorithms of phase space reduction for perturbed semi-Markov processes of the birth–death type. Finally, we give numerical examples illustrating the above algorithms and their applications to the asymptotic analysis of distributions and expectations of hitting times for singularly perturbed semi-Markov processes. This chapter includes three sections.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Kallenberg, O. (2021). Foundations of Modern Probability. Third Edition. Probability Theory and Stochastic Modelling, 99, Springer, xii+946 pp.
Silvestrov D.S. (2004). Limit Theorems for Randomly Stopped Stochastic Processes. Probability and Its Applications, Springer, London, xvi+398 pp.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2022 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Silvestrov, D. (2022). Generalisations and Examples of Limit Theorems for Hitting Times. In: Perturbed Semi-Markov Type Processes I. Springer, Cham. https://doi.org/10.1007/978-3-030-92403-4_12
Download citation
DOI: https://doi.org/10.1007/978-3-030-92403-4_12
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-92402-7
Online ISBN: 978-3-030-92403-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)