Perturbed Semi-Markov Type Processes II (eBook)

Ergodic Theorems for Multi-Alternating Regenerative Processes

Dmitrii Silvestrov (Autor)

eBook Download: PDF

2022 | 1st ed. 2022
XVII, 413 Seiten
Springer International Publishing (Verlag)
978-3-030-92399-0 (ISBN)

Infos

This book is the second 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 second volume presents a complete classification of ergodic theorems for alternating regenerative processes, including more than twenty-five such theorems. The text addresses new asymptotic recurrent algorithms of phase space reduction for multi-alternating regenerative processes modulating by regularly and singularly perturbed finite semi-Markov processes. It also features a new study of super-long, long, and short time ergodic theorems for these 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.

Dmitrii Silvestrov: Candidate of Science [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. At present, professor emeritus at Stockholm and Mälardalen Universities. The main areas of research is Stochastic Processes and their Applications. The author of 13 books and more than 170 research papers. Supervised 22 doctoral students who subsequently obtained PhD degrees.

Produkt-Details

• Erscheint lt. Verlag: 21.3.2022
• Zusatzinfo: XVII, 413 p. 10 illus., 5 illus. in color.
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: ergodic theorem • hitting time • Limit Theorem • Markov Chain • Multi-alternating regenerative process • Nonlinear Perturbation • Phase space reduction • Rare-even process • Rare-event time • Semi-Markov Process
• ISBN-10: 3-030-92399-1 / 3030923991
• ISBN-13: 978-3-030-92399-0 / 9783030923990