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scientific article; zbMATH DE number 1836394
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scientific article; zbMATH DE number 1836394 |
Statements
25 May 2003
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finite Markov chains
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singular perturbations
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asymptotic power series
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0.9420668
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0.9365648
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0.92761767
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0.9271409
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A perturbed Markov chain with transition probability matrix \(P(\varepsilon)=P(0)+\varepsilon C,\) where \(P(0)\in R^{n\times n}\) is the transition matrix of the unperturbed chain and \(\varepsilon\) is a small perturbation parameter, is considered. The aim of the paper is to calculate the asymptotic expansions for the stationary distributions and the absorption probabilities of the perturbed Markov chain. The author considers a general ergodic structure, namely, without assumption on either ergodicity or unichain case, that all ergodic classes become connected after the perturbation. For the entire collection see [Zbl 0996.00058].
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