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Nonlinearly Perturbed Semi-Markov Processes: 2017 (SpringerBriefs in

Description: The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come. Dmitrii Silvestrov: Candidate of Science [eq. PhD], (1969, Kiev University), Doctor of Science (1972, Kiev University), Professor at Kiev University (1974-1992), Mälardalen University (1999-2009) and Stockholm University from 2009. The main areas of research are stochastic processes and actuarial and financial mathematics. Author of 10 books and more than 140 research papers, co-editor of 15 collective books and proceedings. Supervised 22 doctoral students who subsequently obtained eq. PhD and PhD degrees. Sergei Silvestrov: PhD (1996, Umeå University), Docent at Lund University (2002-2011), Professor at Mälardalen University from 2011. The main areas of research are non-commutative analysis and geometry and applied matrix analysis. Author of 1 book and more than 120 research papers, co-editor of 15 collective books and proceedings. Supervised 6 doctoral students who subsequently obtained PhD degrees. Laurent Asymptotic Expansions.- Asymptotic Expansions for Moments of Hitting Times for Nonlinearly Perturbed Semi-Markov Processes.- Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes.- Nonlinearly Perturbed Birth-Death-Type Semi-Markov Processes.- Examples and Survey of Applied Perturbed Stochastic Models.- A. Methodological and Bibliographical Remarks.

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Nonlinearly Perturbed Semi-Markov Processes: 2017 (SpringerBriefs inNonlinearly Perturbed Semi-Markov Processes: 2017 (SpringerBriefs inNonlinearly Perturbed Semi-Markov Processes: 2017 (SpringerBriefs in

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EAN: 9783319609874

UPC: 9783319609874

ISBN: 9783319609874

MPN: N/A

Item Length: 23.4 cm

Item Height: 235 mm

Item Width: 155 mm

Author: Sergei Silvestrov, Dmitrii Silvestrov

Publication Name: Nonlinearly Perturbed Semi-Markov Processes

Format: Paperback

Language: English

Publisher: Springer International Publishing Ag

Subject: Mathematics

Publication Year: 2017

Type: Textbook

Item Weight: 2526 g

Number of Pages: 143 Pages

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