19 citations · 45 across the 8 of their papers we have counts for
9 papers
Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes
Dmitrii Silvestrov
The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective condit…
Perturbed Markov Chains and Information Networks
Benard Abola, Pitos Seleka Biganda, Sergei Silvestrov +4
The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the cor…
Nonlinearly Perturbed Birth-Death-Type Models
Dmitrii Silvestrov, Mikael Petersson, Ola Hössjer
Asymptotic expansions for stationary and conditional quasi-stationary distributions of nonlinearly perturbed birth-death-type semi-Markov models are presented. Applications to mode…
Reward Algorithms for Semi-Markov Processes
Dmitrii Silvestrov, Raimondo Manca
New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of seq…
Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. II
Dmitrii Silvestrov, Sergei Silvestrov
Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The…
Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. I
Dmitrii Silvestrov, Sergei Silvestrov
New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These a…
Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes
Dmitrii Silvestrov
Necessary and sufficient conditions for convergence in distribution of first-rare-event times and convergence in Skorokhod J-topology of first-rare-event-time processes for perturb…
Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
Dmitrii Silvestrov, Sergei Silvestrov
New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special…
Limit theorems for mixed max-sum processes with renewal stopping
Dmitrii S. Silvestrov, Jozef L. Teugels
This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained…