Data/hora: 19/06/2024 08:16:22

Biblioteca(s): 	Embrapa Agricultura Digital.	
Data corrente: 	12/11/1996	
Data da última atualização: 	23/09/2011	
Autoria: 	SILVESTROV, D. S.	
Afiliação: 	DMITRII S. SILVESTROV, Umea University.	
Título: 	Large deviations for lifetimes of stochastic systems.	
Ano de publicação: 	1996	
Fonte/Imprenta: 	In: SIMPÓSIO NACIONAL DE PROBABILIDADE E ESTATÍSTICA, 12., 1996, Caxambu. Resumos... São Paulo: ABE, 1996.	
Páginas: 	p. 390.	
Idioma: 	Inglês	
Notas: 	Resumo.	
Conteúdo: 	Many models of stochastic multicomponent systems, both of technical or biological nature, can be described by the use of Markov processes with absorption. In this case, lifetimes for the corresponding systems are representing by times of absorption. Usually, when on studies such models, perturbation conditions are assumed which mean that transition probabilities of these processes depend on a small perturbation parameter, and the absorption effect vanishes when this parameter tends to zero. A new type of mixed ergodic and large deviation asymptotic absorption times is presented. This asymptotic is an effective tool for the analysis of extra-small tail probabilities for lifetimes, and creates a framework for the description of pseudo-stationary phenomena for various stochastic multicomponent systems. Applications to highly reliable queueing systems and stochastic models of population dynamics are also discussed.	
Palavras-Chave: 	Modelos estocásticos; Sistemas estocásticos; Tempos de absorção.	
Thesaurus Nal: 	Models.	
Categoria do assunto: 	X Pesquisa, Tecnologia e Engenharia	
Registro original: 	Embrapa Agricultura Digital (CNPTIA)	
Exemplares: 	CNPTIA - (4643-1) - ADD - PL - PP - 519 - SIM - 1996.00008 - DIS