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

DOI10.1007/S11009-017-9607-YMaRDI QIDQ2283685zbMATH OpenOpenAlexWikidataFDO

Authors D. S. Silvestrov, Sergei Silvestrov

Publication date 13 January 2020

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1603.04743

zbMATH Keywords

expected hitting timeLaurent asymptotic expansionMarkov chainnonlinear perturbationsemi-Markov processstationary distribution

Mathematics Subject Classification ID

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

Abstract: Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of sequential phase space reduction, which can be applied to processes with an arbitrary asymptotic communicative structure of phase spaces.

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Cites work

• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• scientific article; zbMATH DE number 3223856 (Why is no real title available?)
• Nonlinearly perturbed semi-Markov processes

Cited in

(9)

• ROCOF of higher order for semi-Markov processes
• Perturbed Markov chains with damping component
• Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I.
• Asymptotic expansions for moment functionals of perturbed discrete time semi-Markov processes
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes
• scientific article; zbMATH DE number 4011619 (Why is no real title available?)
• Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes
• Nondecreasing continuous semi-Markov processes: asymptotics and asymmetry

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