Structural properties of Markov chains with weak and strong interactions
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Publication:1275960
DOI10.1016/S0304-4149(97)00066-5zbMath0913.60068MaRDI QIDQ1275960
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
weak convergenceMarkov chainsquasi-stationary distributionweak irreducibilityweak and strong interactions
Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05)
Related Items (8)
Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. ⋮ Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions ⋮ Stochastic models and numerical algorithms for a class of regulatory gene networks ⋮ A hybrid fuzzy integral decision-making model for locating manufacturing centers in China: a case study ⋮ Markov chains with weak and strong interactions: Structural properties ⋮ A stochastic multiscale model for electricity generation capacity expansion ⋮ Singularly perturbed multidimensional switching diffusions with fast and slow switchings ⋮ Occupation measures of singularly perturbed Markov chains with absorbing states
Cites Work
- 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
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