Title of article :
Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems
Author/Authors :
Gyllenberg، نويسنده , , Mats and Silvestrov، نويسنده , , Dmitrii S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
New types of mixed large deviation and ergodic theorems are obtained for nonlinearly perturbed regenerative processes, semi-Markov processes, and continuous-time Markov chains with absorption. Applications to the analysis of pseudo-stationary phenomena for stochastic systems are discussed. Examples related to models of population dynamics and highly reliable queuing systems are considered.
Keywords :
Large deviation theorem , Semi-Markov process , Ergodic theorem , Renewal equation , metapopulation , Highly reliable queuing system
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications