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Nonlinearly Perturb...
Nonlinearly Perturbed Renewal Equation with Perturbations of a Non-polynomial Type
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- Ni, Ying, 1976- (författare)
- Mälardalens högskola,Akademin för utbildning, kultur och kommunikation,Analytical Finance
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(creator_code:org_t)
- Beer Sheva : SCE - Shamoon College of Engineering, 2010
- 2010
- Engelska.
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Ingår i: Proceedings of the International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management, Beer Sheva, 2010.. - Beer Sheva : SCE - Shamoon College of Engineering. ; , s. 754-763
- Relaterad länk:
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https://urn.kb.se/re...
Abstract
Ämnesord
Stäng
- The object of study is a model of nonlinearly perturbed continuous-time renewal equation with multivariate non-polynomial perturbations. The characteristics of the distribution generating the renewal equation are assumed to have expansions in the perturbation parameter with respect to a non-polynomial asymptotic scale which can be considered as a generalization of the standard polynomial scale. Exponential asymptotics for such a model are obtained and applications are given.
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Nyckelord
- Renewal equation
- nonlinear perturbation
- non-polynomial perturbation
- exponential asymptotic expansion
- risk process
- ruin probability
- MATHEMATICS
- MATEMATIK
- Applied mathematics
- Tillämpad matematik
- Mathematics/Applied Mathematics
- matematik/tillämpad matematik
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)