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Generalisations and Examples of Limit Theorems for Hitting Times

In: Perturbed Semi-Markov Type Processes I

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  • Dmitrii Silvestrov

    (Stockholm University, Department of Mathematics)

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.

Suggested Citation

  • Dmitrii Silvestrov, 2022. "Generalisations and Examples of Limit Theorems for Hitting Times," Springer Books, in: Perturbed Semi-Markov Type Processes I, chapter 0, pages 327-353, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-92403-4_12
    DOI: 10.1007/978-3-030-92403-4_12
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