Multi-time scales in singularly perturbed forward equations for continuous-time Markov chains (Q2784717)

Let \(\varepsilon> 0\) and \(\delta> 0\) be small parameters, and let \(m\geq 2\) be a natural integer. The authors are concerned with \(m\)-state continuous-time Markov chains with generator \(Q^{\varepsilon,\delta}\) of the form NEWLINE\[NEWLINEQ^{\varepsilon,\delta}= \varepsilon^{-1} A(t)+ \delta^{-1} B(t)+ \widehat Q(t),\qquad t\geq 0.NEWLINE\]NEWLINE They derive asymptotic properties of the solution to the forward equation and present an example to illustrate the results.NEWLINENEWLINEFor the entire collection see [Zbl 0971.00016].