Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-2626-5598
2019 (English)Report (Other academic)
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.

Place, publisher, year, edition, pages
Stockholm: Department of Mathematics, Stockholm University , 2019. , p. 153
Series
Research Reports in Mathematics, ISSN 1401-5617 ; 12
Keywords [en]
Semi-Markov process, Singular perturbation, Hitting time, Limit theorem, Phase space reduction, Recurrent algorithm
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-178760OAI: oai:DiVA.org:su-178760DiVA, id: diva2:1391199
Available from: 2020-02-04 Created: 2020-02-04 Last updated: 2020-02-04Bibliographically approved

Open Access in DiVA

No full text in DiVA

Search in DiVA

By author/editor
Silvestrov, Dmitrii
By organisation
Department of Mathematics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 5 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf