Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I.

DOI10.1007/S11009-017-9605-0zbMath1428.60105arXiv1603.04734OpenAlexW4249288021WikidataQ59612181 ScholiaQ59612181MaRDI QIDQ2283684

Dmitrii S. Silvestrov, Sergei D. Silvestrov

Publication date: 13 January 2020

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.04734

zbMATH Keywords

Markov chainstationary distributionnonlinear perturbationsemi-Markov processexpected hitting timeLaurent asymptotic expansion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Perturbed Markov chains with damping component

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