A central limit theorem for singularly perturbed nonstationary finite state Markov chains

DOI10.1214/aoap/1034968148zbMath0855.60018OpenAlexW2031861688MaRDI QIDQ1814756

Qing Zhang, G. George Yin

Publication date: 14 January 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034968148

zbMATH Keywords

singular perturbationGaussian processfinite state Markov chain

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05)

Related Items

Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. ⋮ Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing ⋮ Control of dynamic systems under the influence of singularly perturbed Markov chains ⋮ Markov chains with weak and strong interactions: Structural properties ⋮ Structural properties of Markov chains with weak and strong interactions ⋮ Singularly perturbed multidimensional switching diffusions with fast and slow switchings ⋮ Occupation measures of singularly perturbed Markov chains with absorbing states

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