Singularly perturbed Markov chains: Convergence and aggregation

DOI10.1006/JMVA.1999.1855zbMath0951.60034OpenAlexW2049581375MaRDI QIDQ1975524

Qing Zhang, G. Badowski, G. George Yin

Publication date: 18 December 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1855

zbMATH Keywords

convergenceMarkov chainssimulated annealing

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic expansions of solutions to ordinary differential equations (34E05)

Related Items (2)

Reduction of Markov chains with two-time-scale state transitions ⋮ Occupation measures of singularly perturbed Markov chains with absorbing states

Cites Work

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• Switching processes: Averaging principle, diffusion approximation and applications
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
• A singular perturbation approach to modeling and control of Markov chains
• Aggregation of Variables in Dynamic Systems

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