| ![](/p.gif) |
![](/p.gif) |
| Artikel-Nr.: 5667A-9783030924058 Herst.-Nr.: 9783030924058 EAN/GTIN: 9783030924058 |
| |
|
| ![](/p.gif) | ![](/p.gif) |
![](/p.gif) | This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necessary and sufficient conditions for weak convergence for first-rare-event times and convergence in the topology J for first-rare-event processes defined on regularly perturbed finite Markov chains and semi-Markov processes. The text introduces new asymptotic recurrent algorithms of phase space reduction. It also addresses both effective conditions of weak convergence for distributions of hitting times as well as convergence of expectations of hitting times for regularly and singularly perturbed finite Markov chains and semi-Markov processes. The book also contains a comprehensive bibliography of major works in the field. It provides an effective reference for both graduate students as well as theoretical and applied researchers studying stochastic processes and their applications. Weitere Informationen: ![](/p.gif) | ![](/p.gif) | Author: | Dmitrii Silvestrov | Verlag: | Springer International Publishing | Sprache: | eng |
|
| ![](/p.gif) | ![](/p.gif) |
![](/p.gif) | | ![](/p.gif) | ![](/p.gif) |
![](/p.gif) | Weitere Suchbegriffe: Semi-Markov process, Markov chain, Multi-alternating regenerative process, Nonlinear perturbation, Rare-event time, Rare-event process, Hitting time, Limit theorem, Ergodic theorem, Phase space reduction |
| ![](/p.gif) | ![](/p.gif) |
| |