Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems

DOI10.1016/S0304-4149(99)00084-8zbMath1028.60067MaRDI QIDQ1411874

Mats Gyllenberg, Dmitrii S. Silvestrov

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

ergodic theoremsemi-Markov processrenewal equationlarge deviation theoremmetapopulationhighly reliable queuing system

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

Improved Asymptotics for Ruin Probabilities, Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations, Nonlinearly Perturbed Stochastic Processes and Systems, Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues, Flows of rare events for regularly perturbed semi-Markov processes, Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes, Cramér-Lundberg approximation for nonlinearly perturbed risk processes, Perturbed Markov chains with damping component, Coupling and ergodic theorems for Markov chains with damping component

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