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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Perturbed discrete time stochastic models

Petersson, Mikael January 2016 (has links)
In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. In particular, asymptotic expansions are given for solutions of renewal equations, quasi-stationary distributions for semi-Markov processes, and ruin probabilities for risk processes. / <p>At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 4: Manuscript. Paper 5: Manuscript. Paper 6: Manuscript.</p>
Renewal equation
Perturbation
Asymptotic expansion
Regenerative process
Risk process
Semi-Markov process
Markov chain
Quasi-stationary distribution
Ruin probability
First hitting time
Solidarity property
Probability Theory and Statistics
Sannolikhetsteori och statistik

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