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Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes
Stockholms universitet, Naturvetenskapliga fakulteten, Matematiska institutionen.ORCID-id: 0000-0002-2626-5598
2019 (engelsk)Rapport (Annet vitenskapelig)
Abstract [en]

The report presents new asymptotic recurrent algorithms of phase space reduction for singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence of expectations for hitting times as well as recurrent formulas for computing the corresponding normalisation functions, Laplace transforms for limiting distributions and limits for expectations.

sted, utgiver, år, opplag, sider
Stockholm: Department of Mathematics, Stockholm University , 2019. , s. 153
Serie
Research Reports in Mathematics, ISSN 1401-5617 ; 12
Emneord [en]
Semi-Markov process, Singular perturbation, Hitting time, Limit theorem, Phase space reduction, Recurrent algorithm
HSV kategori
Forskningsprogram
matematisk statistik
Identifikatorer
URN: urn:nbn:se:su:diva-178760OAI: oai:DiVA.org:su-178760DiVA, id: diva2:1391199
Tilgjengelig fra: 2020-02-04 Laget: 2020-02-04 Sist oppdatert: 2020-02-04bibliografisk kontrollert

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