Asymptotic expansions of the invariant density of a Markov process with a small parameter (Q1107898): Difference between revisions
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Latest revision as of 02:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions of the invariant density of a Markov process with a small parameter |
scientific article |
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Asymptotic expansions of the invariant density of a Markov process with a small parameter (English)
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1988
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The asymptotic expansion of the invariant density of Markov processes which are small random perturbations of dynamical systems is proved near the origin in the case when the Freidlin-Wentzell quasi potential has the only minimum at the origin. This result is generalized to a final one which will appear in Ann. Probab., Asymptotic analysis of invariant densities of randomly perturbed dynamical systems.
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asymptotic expansion
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invariant density of Markov processes
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small random perturbations of dynamical systems
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Freidlin-Wentzell quasi potential
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