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Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems
Mälardalen University, School of Education, Culture and Communication. (MERO)ORCID iD: 0000-0002-2626-5598
(University of Helsinki)
2008 (English)Book (Refereed)
Abstract [en]

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 type of asymptotic expansions for perturbed renewal equation and recurrence algorithms for the constructing of 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 phenomenon in nonlinearly perturbed queuing systems, population dynamics and epidemic models, and for risk processes are presented. The book also contains an extended bibliography of works in the area.

Place, publisher, year, edition, pages
2008: Walter de Gruyter , 2008. , XII + 579 p.
Series
De Gruyter expositions in mathematics, ISSN 0938-6572 ; 44
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-13379ISBN: 978-3-11-020437-7 (print)OAI: oai:DiVA.org:mdh-13379DiVA: diva2:460510
Available from: 2011-11-30 Created: 2011-11-30 Last updated: 2015-01-30Bibliographically approved

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