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Asymptotic Expansions for Moments of Hitting Times for Nonlinearly Perturbed Semi-Markov Processes
Department of Mathematics, Stockholm University, Stockholm, Sweden.
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.ORCID iD: 0000-0003-4554-6528
2017 (English)In: Nonlinearly Perturbed Semi-Markov Processes, Springer Nature , 2017, p. 37-66Chapter in book (Refereed)
Abstract [en]

In Chapter 3, we introduce a model of perturbed semi-Markov processes, formulate basic perturbation conditions, describe a one-step time-space screening procedure of phase space reduction for perturbed semi-Markov processes, introduce hitting times, and prove an invariant property of them with respect to the procedure of phase space reduction. We, also, present algorithms for re-calculation of asymptotic expansions for transition characteristics of nonlinearly perturbed semi-Markov processes with reduced phase spaces and algorithms for sequential reduction of phase space for semi-Markov processes and construction of Laurent asymptotic expansions, without and with explicit upper bounds for remainders, for power moment of hitting times. © 2017, The Author(s).

Place, publisher, year, edition, pages
Springer Nature , 2017. p. 37-66
Series
SpringerBriefs in Probability and Mathematical Statistics, ISSN 2365-4333, E-ISSN 2365-4341
National Category
Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-58761DOI: 10.1007/978-3-319-60988-1_3Scopus ID: 2-s2.0-85130908609ISBN: 9783319609881 (print)OAI: oai:DiVA.org:mdh-58761DiVA, id: diva2:1666099
Available from: 2022-06-08 Created: 2022-06-08 Last updated: 2022-06-08Bibliographically approved

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Silvestrov, Sergei

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