Name: Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems (de Gruyter Expositions in Mathematics) (en Inglés)
SKU: 2076548
Price: 837235.00 COP
Availability: InStock
Author: Mats Gyllenberg; Dmitrii S. Silvestrov
ISBN: 9783110204377

portada Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems (de Gruyter Expositions in Mathematics) (en Inglés)

Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems (de Gruyter Expositions in Mathematics) (en Inglés)

Formato

Libro Físico

Editorial

De Gruyter

Autor

Mats Gyllenberg; Dmitrii S. Silvestrov

Año

2008

Idioma

Inglés

N° páginas

579

Encuadernación

Tapa Dura

Peso

ISBN

3110204371

ISBN13

9783110204377

Categorías

Obras de consulta
Matemáticas

Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems (de Gruyter Expositions in Mathematics) (en Inglés)

Mats Gyllenberg; Dmitrii S. Silvestrov (Autor) · De Gruyter · Tapa Dura

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Reseña del libro "Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems (de Gruyter Expositions in Mathematics) (en Inglés)"

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.