Download or read book Quasi Stationary Distributions written by Pierre Collet and published by Springer Science & Business Media. This book was released on 2012-10-25 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.
Download or read book Quasi Stationary Distributions written by Pierre Collet and published by Springer Science & Business Media. This book was released on 2012-10-24 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.
Download or read book Quasi Stationary Distributions written by Pierre Collet and published by Springer. This book was released on 2014-11-09 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.
Download or read book Quasi stationary Distributions of Markov Chains written by Barry Richard Flannery and published by . This book was released on 1986 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quasi stationary Distributions written by Leonidas Zitis and published by . This book was released on 1971 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quasi stationary Distributions in a PH PH c Queue written by Naoki Makimoto and published by . This book was released on 1991 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Convergence of Quasi stationary to Stationary Distributions for Stochastically Monotone Markov Processes written by STANFORD UNIV CA DEPT OF STATISTICS. and published by . This book was released on 1984 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is shown that if a stochastically monotone Markov process of (0, infinity) with stationary distribution H has its state space truncated by making all states in (B, infinity) absorbing, then the quasi-stationary distribution of the new process coverages to H as B approaches limit of infinity. (Author).
Download or read book Quasi Stationary Distributions for Absorbing Continuous Time Denumerable Markov Chains written by David C. Flaspohler and published by . This book was released on 1971 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stationary conditional doubly limiting conditional and limiting conditional mean ratio quasi-stationary distributions are given for continuous time Markov Chains with denumerable state space. (Author).
Download or read book Extinction and Quasi Stationarity in the Stochastic Logistic SIS Model written by Ingemar Nåsell and published by Springer Science & Business Media. This book was released on 2011-07-06 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SIS model. The approximations are derived separately in three different parameter regions, and then combined into a uniform approximation across all three regions. Subsequently, the results are used to derive thresholds as functions of the population size N.
Download or read book Computation of the Quasi stationary Distributions in M n GI 1 K and GI M n 1 K Queues written by Naoki Makimoto and published by . This book was released on 1990 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quasi stationary Distributions of Markov Chains Arising from Queueing Processes written by Masaaki Kijima and published by . This book was released on 1995 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quasi stationary Distributions and Convergence to Quasi stationarity of Birth death Processes written by Erik A. van Doorn and published by . This book was released on 1990 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical and Statistical Methods in Reliability written by Bo Lindqvist and published by World Scientific. This book was released on 2003 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains extended versions of carefully selected and reviewed papers presented at the Third International Conference on Mathematical Methods in Reliability, held in Norway in 2002. It provides an overview of current research activities in reliability theory. The authors are all leading experts in the field. Readership: Graduate students, academics and professionals in probability & statistics, reliability analysis, survival analysis, industrial engineering, software engineering, operations research and applied mathematics research.
Download or read book Convergence of Quasi stationary Distributions in Birth death Processes written by J. Keilson and published by . This book was released on 1983 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quasi stationary Distributions in Stochastic Reaction Networks written by and published by . This book was released on 2018 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quasi Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems written by Mats Gyllenberg and published by Walter de Gruyter. This book was released on 2008-10-31 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and for risk processes are presented. The book also contains an extended bibliography of works in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications and may be also useful for doctoral and advanced undergraduate students.
Download or read book Additional Quasi Stationary Distributions for Semi Markov Processes written by David C. Flaspohler and published by . This book was released on 1971 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper considers a semi-Markov process X(t) defined on a subset of the non-negative integers with zero as an absorbing state and the non-zero states forming an irreducible class with exit to zero being possible. Conditions are given for the existence of the limits. (Author).
