A central limit theorem for singularly perturbed nonstationary finite state Markov chains

DOI10.1214/AOAP/1034968148MaRDI QIDQ1814756zbMATH OpenOpenAlexFDO

Authors Q. Zhang, G. Yin

Publication date 14 January 1997

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1034968148

zbMATH Keywords

Gaussian processsingular perturbationfinite state Markov chain

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on discrete state spaces (60J27) Optimal stochastic control (93E20) Asymptotic expansions of solutions to ordinary differential equations (34E05)

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• A limit theorem for perturbed operator semigroups with applications to random evolutions
• 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
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach

Cited in

(9)

• scientific article; zbMATH DE number 1403120 (Why is no real title available?)
• Structural properties of Markov chains with weak and strong interactions
• Control of dynamic systems under the influence of singularly perturbed Markov chains
• Singularly perturbed multidimensional switching diffusions with fast and slow switchings
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• Markov chains with weak and strong interactions: Structural properties
• Occupation measures of singularly perturbed Markov chains with absorbing states
• Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions

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