Silvestrov, Dmitrii Flows of rare events for regularly perturbed semi-Markov processes. (English) Zbl 07819626 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 447-485 (2022). MSC: 60K15 PDFBibTeX XMLCite \textit{D. Silvestrov}, Springer Proc. Math. Stat. 408, 447--485 (2022; Zbl 07819626) Full Text: DOI
Silvestrov, D. S. Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes. (English) Zbl 1390.60270 Theory Probab. Math. Stat. 95, 131-151 (2017) and Teor. Jmovirn. Mat. Stat. 95, 119-137 (2016). MSC: 60J10 60J22 60J27 60K15 65C40 PDFBibTeX XMLCite \textit{D. S. Silvestrov}, Theory Probab. Math. Stat. 95, 131--151 (2017; Zbl 1390.60270) Full Text: DOI arXiv
Silvestrov, Dmitrii; Manca, Raimondo Reward algorithms for semi-Markov processes. (English) Zbl 1387.60114 Methodol. Comput. Appl. Probab. 19, No. 4, 1191-1209 (2017). MSC: 60J10 60J22 60J27 60K15 65C40 PDFBibTeX XMLCite \textit{D. Silvestrov} and \textit{R. Manca}, Methodol. Comput. Appl. Probab. 19, No. 4, 1191--1209 (2017; Zbl 1387.60114) Full Text: DOI arXiv
Silvestrov, Dmitrii; Silvestrov, Sergei Asymptotic expansions for stationary distributions of perturbed semi-Markov processes. (English) Zbl 1361.60062 Silvestrov, Sergei (ed.) et al., Engineering mathematics II. Algebraic, stochastic and analysis structures for networks, data classification and optimization. Cham: Springer (ISBN 978-3-319-42104-9/hbk; 978-3-319-42105-6/ebook). Springer Proceedings in Mathematics & Statistics 179, 151-222 (2016). MSC: 60J22 60K15 60J10 60J80 65C40 PDFBibTeX XMLCite \textit{D. Silvestrov} and \textit{S. Silvestrov}, Springer Proc. Math. Stat. 179, 151--222 (2016; Zbl 1361.60062) Full Text: DOI arXiv
Silvestrov, Dmitrii S. Nonlinearly perturbed stochastic processes and systems. (English) Zbl 1404.60130 Rykov, Vladimir V. (ed.) et al., Mathematical and statistical models and methods in reliability. Applications to medicine, finance, and quality control. Invited papers based on the presentation at the 6th international conference (MMR 2009), Moscow, Russia, June 22–26, 2009. Boston, MA: Birkhäuser (ISBN 978-0-8176-4970-8/hbk; 978-0-8176-4971-5/ebook). Statistics for Industry and Technology, 19-37 (2010). MSC: 60K05 60K15 60K10 60K20 60-02 PDFBibTeX XMLCite \textit{D. S. Silvestrov}, in: Mathematical and statistical models and methods in reliability. Applications to medicine, finance, and quality control. Invited papers based on the presentation at the 6th international conference (MMR 2009), Moscow, Russia, June 22--26, 2009. Boston, MA: Birkhäuser. 19--37 (2010; Zbl 1404.60130) Full Text: DOI