The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-
Markov processes with finite phase spaces. These methods are based on special time …

New algorithms for computing asymptotic expansions for stationary distributions of
nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on …

Asymptotic expansions with explicit upper bounds for remainders are given for stationary
distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The …

In this thesis we investigate a model of nonlinearly perturbed continuous-time renewal
equation. Some characteristics of the renewal equation are assumed to have non …

The paper presents results of complete analysis and classification of individual ergodic
theorems for perturbed alternating regenerative processes with semi-Markov modulation …

In Chapter 4, new algorithms for construction of asymptotic expansions for stationary
distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are …

This chapter presents a survey of results on improved asymptotics for ruin probabilities in the
Cramér–Lundberg, diffusion, and stable approximations of ruin probabilities for perturbed …

In this chapter we investigate the asymptotical behaviour of ruin probability in a classical
compound Poisson risk process associated with perturbations in the claim size distributions …

The paper is devoted to studies of regularly and singularly perturbed Markov chains with
damping component. In such models, a matrix of transition probabilities is regularised by …

The object of study is a model of nonlinearly perturbed continuous-time renewal equation
with multivariate non-polynomial perturbations. The characteristics of the distribution …