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

Authors
Gyllenberg, M Silvestrov, DS
Citation
M. Gyllenberg et Ds. Silvestrov, Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems, STOCH PR AP, 86(1-2), 2000, pp. 1-27
Citations number
32
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
86
Issue
1-2
Year of publication
2000
Pages
1 - 27
Database
ISI
SICI code
0304-4149(200003)86:1-2<1:NPRPAP>2.0.ZU;2-G
Abstract
New types of mixed large deviation and ergodic theorems are obtained for no nlinearly perturbed regenerative processes, semi-Markov processes, and cont inuous-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 system s are considered. (C) 2000 Elsevier Science B.V. All rights reserved.