Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems

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.

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Year of publication:	2000
Authors:	Gyllenberg, Mats ; Silvestrov, Dmitrii S.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 86.2000, 1, p. 1-27
Publisher:	Elsevier
Keywords:	Semi-Markov process Large deviation theorem Ergodic theorem Renewal equation Metapopulation Highly reliable queuing system

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874312