Perturbed Semi-Markov Type Processes II
Autor Dmitrii Silvestroven Limba Engleză Hardback – 22 mar 2022
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.
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Specificații
ISBN-13: 9783030923983
ISBN-10: 3030923983
Pagini: 432
Ilustrații: XVII, 413 p. 10 illus., 5 illus. in color.
Dimensiuni: 160 x 241 x 29 mm
Greutate: 0.76 kg
Ediția:1st ed. 2022
Editura: Springer
Locul publicării:Cham, Switzerland
ISBN-10: 3030923983
Pagini: 432
Ilustrații: XVII, 413 p. 10 illus., 5 illus. in color.
Dimensiuni: 160 x 241 x 29 mm
Greutate: 0.76 kg
Ediția:1st ed. 2022
Editura: Springer
Locul publicării:Cham, Switzerland
Cuprins
Preface.- List of symbols.- Introduction.- Part I: Ergodic Theorems for Perturbed Alternating Regenerative Processes.- Ergodic Theorems for Perturbed Regenerative Processes.- Perturbed Alternating Regenerative Processes.- Ergodic Theorems for Regularly Perturbed Alternating Regenerative Processes.- Ergodic Theorems for Regularly Perturbed Alternating Regenerative Processes Compressed in Time.- Super-Long and Long Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes.- Short Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes.- Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes Compressed in Time.- Ergodic Theorems for Super-Singularly Perturbed Alternating Regenerative Processes.- Part II: Ergodic Theorems for Perturbed Multi-Alternating Regenerative Processes.- Perturbed Multi-Alternating Regenerative Processes.- Time-Space Aggregation of Regeneration Times for Perturbed Multi-Alternating RegenerativeProcesses.- Embedded Processes for Perturbed Multi-Alternating Regenerative Processes.- Ergodic Theorems for Perturbed Multi-Alternating Regenerative Processes.- Perturbed Renewal Equation.- Supplementary Asymptotic Results.- Methodological and Bibliography Notes.- References.- Index.-
Notă biografică
Dmitrii Silvestrov graduated from Kiev University (1968, Mathematics), Candidate of Science [PhD], (1969, Mathematical Statistics), and Doctor of Science (1972, Mathematical Statistics). Awarded the Prize of the Moscow Mathematical Society (1973) and the Ukrainian Ostrovsky Prize (1977) for work on stochastic processes. Lecturer and Senior Lecturer (1970-1974), Professor (1974-1992, Department of Probability and Mathematical Statistics) and Head of the Statistical Research Centre (1980-1990) at Kiev University. Guest scientist at Umeå University (1991-1992), Senior lecturer at Luleå University of Technology (1992-1994) and at Umeå University (1994-1999). Visiting professor at the Hebrew University of Jerusalem (1993), University of Turku (1998), and University of Rome "La Sapienza" (2015). Professor at the Mälardalen University from 1999 (Emeritus Professor from 2012) and Stockholm University from 2009 (Emeritus Professor from 2016). Member of the editorial boards of the journals "Theory of Probability and Mathematical Statistics" and "Theory of Stochastic Processes". Coordinator of the four EU Tempus Projects. The main research areas are stochastic processes, actuarial and financial mathematics, and statistical software. Author of 13 books and more than 170 research papers. Supervised 22 doctoral students who subsequently obtained PhD degrees.
Textul de pe ultima copertă
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.
Caracteristici
Provides a snapshot of a popular emerging topic Presents new research and contextual literature review Suitable for researchers and mixed-level classes