Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems

Mats Gyllenberg, Dmitrii S. Silvestrov (Autoren)

Buch | Hardcover

XII, 579 Seiten

2008
De Gruyter (Verlag)
978-3-11-020437-7 (ISBN)

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The 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 for risk processes are presented. The book also contains an extended bibliography of works in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications and may be also useful for doctoral and advanced undergraduate students.

Mats Gyllenberg, University of Helsinki, Finland; Dmitrii S. Silvestrov, Mälardalen University, Sweden.

"Besides of an original material the book contains a reach reference information on processes what a dealt with, and also a wide bibliography (1094 items) on affected theme."B. P. Harlamow in: Zentralblatt Math 1/2010 "It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to the continuing extensive studies in the area and remain relevant für years to come."In: Enseignement Mathematique 2/2009

"Besides of an original material the book contains a reach reference information on processes what a dealt with, and also a wide bibliography (1094 items) on affected theme."
B. P. Harlamow in: Zentralblatt Math 1/2010

"It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to the continuing extensive studies in the area and remain relevant for years to come."
In: Enseignement Mathematique 2/2009

Erscheint lt. Verlag	16.9.2008
Reihe/Serie	De Gruyter Expositions in Mathematics ; 44
Verlagsort	Berlin/Boston
Sprache	englisch
Maße	170 x 240 mm
Gewicht	1090 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathem • HC/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik • Markov Chains. • Markov-Prozesse • Markowscher Prozess • Nonlinearly Perturbed Regenerative Processes • renewal equation • Renewal Equation; Nonlinearly Perturbed Regenerative Processes; Semi-Markov Processes; Markov Chains. • semi-Markov processes • Stochastischer Prozess
ISBN-10	3-11-020437-1 / 3110204371
ISBN-13	978-3-11-020437-7 / 9783110204377
Zustand	Neuware