Markov chains with weak and strong interactions: Structural properties

DOI10.1016/S0362-546X(97)00272-1MaRDI QIDQ4378462zbMATH OpenOpenAlexWikidataFDO

Authors Q. Zhang, G. Yin

Publication date 5 March 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(97)00272-1

zbMATH Keywords

asymptotic series expansionMarkovian switching systemssingularly perturbed Markov chains with weak and strong interactionssmoothness conditions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Filtering in stochastic control theory (93E11)

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Cites work

• A central limit theorem for singularly perturbed nonstationary finite state Markov chains
• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
• scientific article; zbMATH DE number 425394 (Why is no real title available?)
• scientific article; zbMATH DE number 1350741 (Why is no real title available?)
• scientific article; zbMATH DE number 910667 (Why is no real title available?)
• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
• Structural properties of Markov chains with weak and strong interactions
• The interacting multiple model algorithm for systems with Markovian switching coefficients

Cited in

(2)

• Structural properties of Markov chains with weak and strong interactions
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