Generalisations and Examples of Limit Theorems for Hitting Times
Dmitrii Silvestrov
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Dmitrii Silvestrov: Stockholm University, Department of Mathematics
Chapter Chapter 12 in Perturbed Semi-Markov Type Processes I, 2022, pp 327-353 from Springer
Abstract:
Abstract In this chapter, we discuss some natural generalisations of the asymptotic results presented in Chaps. 8 – 11 . We also describe the features of the asymptotic recurrent algorithms of phase space reduction for perturbed semi-Markov processes of the birth–death type. Finally, we give numerical examples illustrating the above algorithms and their applications to the asymptotic analysis of distributions and expectations of hitting times for singularly perturbed semi-Markov processes. This chapter includes three sections.
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-92403-4_12
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DOI: 10.1007/978-3-030-92403-4_12
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