Asymptotic behavior of terminating Markov processes, near to ergodic

DOI10.1007/BF01060826MaRDI QIDQ808550zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1990

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01060826

zbMATH Keywords

asymptotic behaviourergodic Markov processesMarkov renewal theoryterminating Markov processestransition kernel

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Markov renewal processes, semi-Markov processes (60K15)

Review text

The purpose of this paper is the analysis of the limiting behavior of the transition kernel of the sequence of terminating Markov processes, near to ergodic. This analysis is based upon the one exposed in the well-known monography of the second author [Ergodic Markov processes (1989; Zbl 0687.60065)] and its extension to the class of terminating Markov processes became possible due to the reconstruction realized by the authors [Ukr. Math. J. 42, No.11, 1283-1288 (1990); translation from Ukr. Mat. Zh. 42, No.11, 1443-1448 (1990; Zbl 0719.60070)] of the analytic apparatus - the Markov renewal theory.

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Cites work

• scientific article; zbMATH DE number 193852 (Why is no real title available?)
• Markov renewal theorems in a scheme of series

Cited in

(3)

• On the decomposition of a degenerate singularly perturbed linear system of differential equations
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Flows of rare events for regularly perturbed semi-Markov processes

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