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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Coupling and Ergodic Theorems for Semi-Markov-Type Processes II
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Coupling and Ergodic Theorems for Semi-Markov-Type Processes II
Dmitrii Silvestrov (Gebundene Ausgabe, Englisch)
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Beschreibung
Ergodic theorems are a cornerstone of the theory of stochastic processes and their applications. This book is the second volume of a two-volume monograph dedicated to ergodic theorems. While the first volume centers on Markovian and regenerative models, the second volume extends the scope to semi-Markov processes and multi-alternating regenerative processes with semi-Markov modulation and delves… into ergodic theorems with explicit power and exponential upper bounds for convergence rates for such processes. The book offers a powerful and constructive probabilistic framework by employing coupling ergodic theorems presented in the first volume in conjunction with the method of artificial regeneration and test functions. Theoretical findings are illustrated with applications to semi-Markov Monte Carlo algorithms and perturbed queuing systems featuring explicit convergence rate bounds. Many results presented in the book are groundbreaking, appearing in publication for the first time. Designed with researchers and advanced students in mind, the content is thoughtfully structured by complexity, making it suitable for self-study or as a resource for upper-level coursework. Each chapter is self-contained and complemented by a comprehensive bibliography, ensuring its value as a long-lasting reference. An essential resource for theoretical and applied research, this book significantly contributes to the field of stochastic processes and will remain a key reference for years to come. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
29.10.2025
Sprache
Englisch
EAN
9783031893148
Herausgeber
Springer International Publishing
Sonderedition
Nein
Autor
Dmitrii Silvestrov
Seitenanzahl
560
Einbandart
Gebundene Ausgabe
Buch Untertitel
Semi-Markov Processes and Multi-Alternating Regenerative Processes with Semi-Markov Modulation
Schlagwörter
Method of artificial regeneration, Method of test functions, Egodic theorem, Variational distance, Regenerative process, Semi-Markov process, Multi-alternating regenerative process, Semi-Markov modulation
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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