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

Mats Gyllenberg and Dmitrii S. Silvestrov

Stochastic Processes and their Applications, 2000, vol. 86, issue 1, 1-27

Abstract: 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.

Keywords: Semi-Markov; process; Large; deviation; theorem; Ergodic; theorem; Renewal; equation; Metapopulation; Highly; reliable; queuing; system (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (3)

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