ENGLISH

Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems

By Gyllenberg M. , Silvestrov D.S.

Book information

Publisher
de Gruyter
Year
2008
ISBN
978-3-11-020437-7
Language
english
Format
PDF
Filesize
3 MB (2738425 bytes)
Series
de Gruyter Expositions in Mathematics
Pages
593\593
Library
Kolxo3
Time added
2013-12-29 19:00:00

Description

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

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