Nonlinearly Perturbed Stochastic Processes and Systems

DOI10.1007/978-0-8176-4971-5_2zbMath1404.60130OpenAlexW1584912775MaRDI QIDQ4562185

Dmitrii S. Silvestrov

Publication date: 18 December 2018

Published in: Mathematical and Statistical Models and Methods in Reliability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-4971-5_2

zbMATH Keywords

asymptotic expansiondiffusion approximationlarge deviationstochastic processMarkov chainlimit theorempopulation dynamicsregenerative processlifetimestochastic systemrisk processruin probabilityergodic theoremnonlinear perturbationqueueing systemepidemic modelsemi-Markov processrenewal equationabsorption timeCramér-Lundberg approximationpseudo-stationary phenomenonquasi-stationary phenomenonregenerative stopping time

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)

Cites Work

• Markov chains and stochastic stability
• Quasi-stationary phenomena in nonlinearity perturbed stochastic systems.
• Non-negative matrices and Markov chains. 2nd ed
• Rare events in queueing systems -- A survey
• Quasi-stationary distributions of a stochastic metapopulation model
• Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems
• Cramér-Lundberg approximation for nonlinearly perturbed risk processes
• Matrix Algorithms
• Stochastic-Process Limits
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• Switching Processes in Queueing Models
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Generalized Poisson Models and their Applications in Insurance and Finance
• The Exponential Decay of Markov Transition Probabilities
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