Markov chains with weak and strong interactions: Structural properties
DOI10.1016/S0362-546X(97)00272-1zbMath0892.60078OpenAlexW2005679715WikidataQ126551283 ScholiaQ126551283MaRDI QIDQ4378462
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
Markovian switching systemsasymptotic series expansionsmoothness conditionssingularly perturbed Markov chains with weak and strong interactions
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
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- 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
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