Discrete-time singularly perturbed Markov chains
This is a survey of recent developments in singularly perturbed Markov chains in discrete time. The authors illustrate the use of singular perturbation techniques in treating large-scale discrete-time hybrid stochastic dynamic systems involving discrete event interventions. To reduce the complexity of such systems, time-scale separation and singularly perturbed Markov chains are used in the modeling and analysis. Asymptotic expansions of probability vectors and the structural properties of these Markov chains are provided. There are five sections. In Section 1 motivation and precise formulation of singularly perturbed Markov chains in discrete time are given. Section 2 proceeds with the construction of asymptotic expansions of the corresponding probability vectors and transition matrices. In Section 3 sequences of unscaled and scaled occupation measures are defined and limit properties of such sequences are derived. Proofs are only given for the case where the transition matrices satisfy so-called weak irreducibility conditions while results for transition matrices with more complex structures are presented without proofs. Also, the authors concentrate on the time-homogeneous case with a finite state space. In Section 4 the results in Sections 2 and 3 are extended to more complex situations in which multi-block weakly irreducible matrices are considered. Possible future research topics are mentioned in Section 5. There are 65 references out of which 29 belong to the authors, alone or in collaboration. For the entire collection see [Zbl 1005.00025].
- Singularly Perturbed Discrete-Time Markov Chains
- Asymptotic properties and associated control problems of discrete-time singularly perturbed Markov chains
- scientific article; zbMATH DE number 1786116
- scientific article; zbMATH DE number 843059
- Singularly perturbed Markov chains: Convergence and aggregation
- Occupation measures of singularly perturbed Markov chains with absorbing states
- Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time
- Exponential bounds for discrete-time singularly perturbed Markov chains
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
- Averaging of semigroups associated to diffusion processes on a simplex
- Singularly perturbed Markov chains: limit results and applications
- Quasi-stationary distributions for perturbed discrete time regenerative processes
- Asymptotics for quasi-stationary distributions of perturbed discrete time semi-Markov processes
- Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
- Continuous-time Markov chains and applications. A singular perturbation approach
- Markov chains with weak and strong interactions: Structural properties
- Asymptotic properties and associated control problems of discrete-time singularly perturbed Markov chains
- Singularly Perturbed Discrete-Time Markov Chains
- scientific article; zbMATH DE number 1786116 (Why is no real title available?)
- scientific article; zbMATH DE number 1836394 (Why is no real title available?)
- scientific article; zbMATH DE number 843059 (Why is no real title available?)
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