scientific article; zbMATH DE number 1301945

MaRDI QIDQ4247176zbMATH OpenFDO

Authors Xiaofan Li, K. Yin, G. Yin, Q. Zhang

Publication date 13 January 2000

zbMATH Keywords

asymptotic expansionasymptotic normalityconvergenceKolmogorov forward equationMarkov chainMonte Carlo methodsimulationsingular perturbation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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• Fluctuations of a stochastic system under an asymptotic diffusive perturbation
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• scientific article; zbMATH DE number 1331438 (Why is no real title available?)
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