Markov chains with weak and strong interactions: Structural properties

DOI10.1016/S0362-546X(97)00272-1zbMath0892.60078OpenAlexW2005679715WikidataQ126551283 ScholiaQ126551283MaRDI QIDQ4378462

G. George Yin, Qing Zhang

Publication date: 5 March 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(97)00272-1

zbMATH Keywords

Markovian switching systemsasymptotic series expansionsmoothness conditionssingularly perturbed Markov chains with weak and strong interactions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Structural properties of Markov chains with weak and strong interactions
• A central limit theorem for singularly perturbed nonstationary finite state Markov chains
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
• On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components

This page was built for publication: Markov chains with weak and strong interactions: Structural properties