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20052019
most citedLimit theorems for mixed max-sum processes with renewal stopping

19 citations · 45 across the 8 of their papers we have counts for

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Showing 2016Show all

6 papers · 1 filter

math.PR2016

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…

math.PR2016★ 3 cited

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…

math.PR2016★ 2 cited

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…

math.PR2016

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…

math.PR2016★ 2 cited

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…

math.PR2016★ 18 cited

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…