Teil der Reihe: Mathematics and Statistics (R0)

Coupling and Ergodic Theorems for Semi-Markov-Type Processes I

Name: Coupling and Ergodic Theorems for Semi-Markov-Type Processes I
Brand: Dmitrii Silvestrov
SKU: 9783031893117
Price: 203.29 EUR
Availability: InStock

Markov Chains, Renewal, and Regenerative Processes

€203,29

inkl. MwSt. • Kein physischer Versand

Sofort per Download lieferbar

Ihr Downloadlink kommt direkt per E-Mail.

PDF: lesbar auf Smartphone, Tablet, Computer und in vielen PDF-Apps.

Anzahl:

E-Book

eBook-Format:PDF

Inhaltsangabe

Preface.- Introduction.- Coupling for Random Variables.- Coupling and Ergodic Theorems for Finite Markov Chains.- Coupling and Ergodic Theorems for General Markov Chains.- Hitting Times and Method of Test Functions.- Approaching of Renewal Schemes.- Synchronizing of Shifted Renewal Schemes.- Coupling for Renewal Schemes.- Coupling and Ergodic Theorems for Regenerative Processes.- Uniform Ergodic Theorems for Regenerative Processes.- Generalized Ergodic Theorems for Regenerative Processes.- Coupling and the Renewal Theorem.- Appendix A. Basic Ergodic Theorems for Regenerative Processes.- Appendix B. Methodological and Bibliographical Notes.- References.- Index.

Produktdetails

Erscheinungsdatum: 26.10.2025
Autor/Autorin: Dmitrii Silvestrov
Reihe: Mathematics and Statistics (R0)
Format: E-Book
Dateiformat: PDF
Kopierschutz: Wasserzeichen
Dateigröße: 18.1 MB
Verlag: SPRINGER
Sprache: Englisch
Umfang: 611 Seiten
ISBN: 9783031893117
Lieferung: Sofort per Download
Hinweis: Sofort per Download lieferbar. Kein physischer Versand.
Kompatibilität: Lesbar auf Geräten und Apps mit PDF-Unterstützung.

Herstellerinformationen

Springer Nature Customer Service Center GmbH

Email: ProductSafety@springernature.com

Coupling and Ergodic Theorems for Semi-Markov-Type Processes I

€203,29

Autor/Autorin

Dmitrii Silvestrov

Dmitrii Silvestrov graduated from Kiev University (1968, Mathematics), Candidate of Science [PhD], (1969, Mathematical Statistics), and Doctor of Science (1972, Mathematical Statistics). Awarded the Prize of the Moscow Mathematical Society (1973) and the Ukrainian Ostrovsky Prize (1977) for work on stochastic processes. Lecturer and Senior Lecturer (1970-1974), Professor (1974-1992, Department of Probability and Mathematical Statistics) and Head of the Statistical Research Centre (1980-1990) at Kiev University. Guest scientist at Umeå University (1991-1992), Senior lecturer at Luleå University of Technology (1992-1994) and at Umeå University (1994-1999). Visiting professor at the Hebrew University of Jerusalem (1993), University of Turku (1998), and University of Rome "La Sapienza" (2015). Professor at the Mälardalen University from 1999 (Emeritus Professor from 2012) and Stockholm University from 2009 (Emeritus Professor from 2016). Member of the editorial boards of the journals "Theory of Probability and Mathematical Statistics" and "Theory of Stochastic Processes". Coordinator of the four EU Tempus Projects. The main research areas are stochastic processes, actuarial and financial mathematics, and statistical software. Author of 13 books and more than 170 research papers. Supervised 22 doctoral students who subsequently obtained PhD degrees.

Alle Titel ansehen

Weitere E-Books von Dmitrii Silvestrov

Coupling and Ergodic Theorems for Semi-Markov-Type Processes II

€203,29

Preface.- Introduction.- Summary of Ergodic Theorems for Regenerative Processes.- Modifications of Hitting Times.- Birth-Death-Type Processes.- Semi-Markov Processes with Discrete State Spaces and Embedded Regenerative Processes.- Ergodic Theorems for Queuing Systems.- Semi-Markov Processes with General State Spaces with Atoms.- Semi-Markov Processes with General State Spaces and Distributional Atoms.- Semi-Markov Processes with General State Spaces and One-Step Artificial Regeneration.- Semi-Markov Processes with General State Spaces and Multi-Step Artificial Regeneration.- Multi-Alternating Regenerative Processes with Semi-Markov Modulation.- Multi-Alternating Regenerative Processes Modulating by Uniformly Recurrent Semi-Markov Processes.- Appendix A. Methodological and Bibliographical Notes.- References.- Index.

Zum Buch