Stochastic systems in merging phase space.

zbMATH Open1101.60003MaRDI QIDQ3376049FDOQ3376049

Authors: V. S. Korolyuk, N. Limnios 

Publication date: 20 March 2006

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789812703125/toc.shtml

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zbMATH Keywords

random walkrenewal processMarkov processstochastic approximationsemimartingalebirth-and-death processdiffusion approximationdynamical systemPoisson approximationsingular perturbation problemstochastic processergodic propertysemi-Markov processaverage approximationswitching processabsorption timessemi-Markov random walkstochastic integral functionalimpulsive processincrement processLévy approximationmerged phase spacestochastic additive functional

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited In (73)

• Improved Asymptotics for Ruin Probabilities
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• B. V. Gnedenko: classic of limit theorems in the theory of probability
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• Asymptotic dissipativity for merged stochastic evolutionary systems with Markov switchings and impulse perturbations under conditions of Lévy approximation
• Limit theorem for multidimensional renewal equation
• A generalized functional response for predators that switch between multiple prey species
• Diffusion approximation of branching processes in semi-Markov environment
• Perturbed Markov chains with damping component
• Storage impulsive processes on increasing time intervals
• Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme
• Extended Poisson equation for weakly ergodic Markov processes
• Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
• Discrete-time semi-Markov random evolutions and their applications
• Transport processes with random jump rate
• Large deviations for impulsive processes in the scheme of Poisson approximation
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• Coupling and ergodic theorems for Markov chains with damping component
• Poisson approximation of processes with locally independent increments and Markov switching
• Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Storage impulsive processes in the merging phase space
• Estimation of the stationary distribution of semi-Markov processes with Borel state space
• Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition
• Asymptotics of normalized control with Markov switchings
• Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions
• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• A difference stochastic optimization procedure with impulse perturbation
• Continuous stochastic optimization with semi-Markov switchings in the diffusion approximation scheme
• Hypotheses testing and posterior concentration rates for semi-Markov processes
• Piecewise deterministic Markov processes applied to fatigue crack growth modelling
• Fluctuation of stochastic systems with average equilibrium point
• Nonlinear normalization of random evolution in the Levy approximation scheme
• Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space
• First integrals in the diffusion approximation scheme
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
• A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
• An optimal Gauss-Markov approximation for a process with stochastic drift and applications
• Differential equations with small stochastic additions under Poisson approximation conditions
• Diffusion approximation of systems with weakly ergodic Markov perturbations. II
• Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
• PageRank for networks, graphs, and Markov chains
• Quasi-stationary distributions for perturbed discrete time regenerative processes
• Reward algorithms for semi-Markov processes
• Stochastic impulsive processes on a superposition of two renewal processes
• Weak convergence of Markov random evolutions in a multidimensional space
• Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion
• Diffusion approximation of near critical branching processes in fixed and random environment
• Robust sliding mode control for Markovian jump singular systems with randomly changing structure
• Asymptotic expansions for moment functionals of perturbed discrete time semi-Markov processes
• Nonlinearly perturbed stochastic processes and systems
• Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme
• Convergence of a jump procedure in a semi-Markov environment in diffusion-approximation scheme
• Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I.
• Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
• Random evolutions with locally independent increments on increasing time intervals
• Reducing of service process dimension for a general-type multichannel network in heavy traffic
• Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation
• Large deviations for impulsive processes in the scheme of the Lévy approximation
• Estimation of stationary probability of semi-Markov chains
• A bound for the remainder term in the asymptotic expansion of a functional constructed from a semi-Markov random evolution
• Flows of rare events for regularly perturbed semi-Markov processes
• Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model
• Diffusion approximation of systems with weakly ergodic Markov perturbations. I
• A unified approach for hitting time of jump Markov type processes
• Stochastic evolutionary system with Markov-modulated Poisson perturbations in the averaging schema
• A semi-martingale representation for a semi-Markov chain with application to finance
• Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
• Reliability of semi-Markov systems with asymptotic merging phase space
• Dynamic random evolutions on increasing time intervals
• The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
• Occupation measure functionals in merging phase space

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