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Quasi-stationary phenomena in nonlinearly perturbed stochastic systems
Authors: ---
ISSN: 09386572 ISBN: 9783110204377 3110204371 9786613396860 1283396866 3110208253 9783110208252 9781283396868 Year: 2008 Volume: 44 Publisher: Berlin ; New York : Walter de Gruyter,

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Abstract

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.

Probability theory: collection of problems
Authors: --- ---
ISBN: 0821803727 Year: 1997 Publisher: Providence, R.I. American Mathematical Society

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