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

DOI10.1214/AOAP/1034968148zbMATH Open0855.60018OpenAlexW2031861688MaRDI QIDQ1814756FDOQ1814756

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

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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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• On Stochastic Processes Defined by Differential Equations with a Small Parameter
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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
• Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach
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Cited In (9)

• Title not available (Why is that?)
• 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
• Markov chains with weak and strong interactions: Structural properties
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• Occupation measures of singularly perturbed Markov chains with absorbing states
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
• Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing

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