[图书][B] Limit theorems for randomly stopped stochastic processes

DS Silvestrov - 2012 - books.google.com
Limit theorems for stochastic processes are an important part of probability theory and
mathematical statistics and one model that has attracted the attention of many researchers …

[图书][B] Evolution of systems in random media

VS Korolyuk, AV Swishchuk - 1995 - books.google.com
Evolution of Systems in Random Media is an innovative, application-oriented text that
explores stochastic models of evolutionary stochastic systems in random media. Specially …

[图书][B] Qualitative and asymptotic analysis of differential equations with random perturbations

AM Samoilenko, O Stanzhytskyi - 2011 - books.google.com
1. Differential equations with random right-hand sides and impulsive effects. 1.1. An
impulsive process as a solution of an impulsive system. 1.2. Dissipativity. 1.3. Stability and …

[图书][B] Nonlinearly perturbed semi-Markov processes

D Silvestrov, S Silvestrov - 2017 - Springer
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-
Markov processes with finite phase spaces. These methods are based on special time …

Mathematical problems in the theory of shared-processor systems

SF Yashkov - Journal of Soviet mathematics, 1992 - Springer
This article considers new approaches in queuing theory associated with mathematical
modelling and analysis of contemporary computer systems and networks using shared …

[图书][B] Quasi-stationary phenomena in nonlinearly perturbed stochastic systems

M Gyllenberg, DS Silvestrov - 2008 - degruyter.com
Bibliography Page 1 Bibliography [1] Abadov, ZA (1984) Asymptotical Expansions with Explicit
Estimation of Constants for Exponential Moments of Sums of Random Variables Defined on a …

Switching processes: averaging principle, diffusion approximation and applications

VV Anisimov - Acta Applicandae Mathematica, 1995 - Springer
A special class of processes with discrete interference of chance-switching processes (SP),
is introduced. The limit theorems for these processes in the case of 'fast'switching (averaging …

Asymptotic expansions for stationary distributions of perturbed semi-Markov processes

D Silvestrov, S Silvestrov - … II: Algebraic, Stochastic and Analysis Structures …, 2016 - Springer
New algorithms for computing asymptotic expansions for stationary distributions of
nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on …

Averaging methods for transient regimes in overloading retrial queueing systems

VV Anisimov - Mathematical and Computer Modelling, 1999 - Elsevier
A new approach is suggested to study transient and stable regimes in overloading retrial
queueing systems. This approach is based on limit theorems of averaging principle and …

Stability estimates for finite homogeneous continuous-time Markov chains

AY Mitrophanov - Theory of Probability & Its Applications, 2006 - SIAM
This paper obtains new stability estimates on infinite time interval and limit stability estimates
for a finite homogeneous continuous-time Markov chain with a unique stationary distribution …