Asymptotic Expansions for Moment Functionals of Perturbed Discrete Time Semi-Markov Processes

DOI10.1007/978-3-319-42105-6_8zbMath1361.60080arXiv1603.05891OpenAlexW2298073771MaRDI QIDQ2974705

Mikael Petersson

Publication date: 10 April 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05891

zbMATH Keywords

perturbationasymptotic expansionsemi-Markov processrenewal equationfirst hitting timesolidarity property

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) 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) Renewal theory (60K05)

Related Items (1)

Estimation of stationary probability of semi-Markov chains

Cites Work

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• Quasi-stationary phenomena in nonlinearity perturbed stochastic systems.
• Analytic Perturbation Theory and Its Applications

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