Reduction of Markov chains with two-time-scale state transitions

DOI10.1080/17442508.2015.1036433zbMath1337.60182arXiv1311.2196OpenAlexW2336740323MaRDI QIDQ2803413

Chen Jia

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.2196

zbMATH Keywords

Markov processessingular perturbationsapproximationtime scaleslimit behaviourstate transitions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time-scale analysis and singular perturbations in control/observation systems (93C70) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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Cites Work

• Averaging in dynamical systems and large deviations
• Mathematical physiology
• Limit behavior of two-time-scale diffusions revisited
• On large deviations in the averaging principle for SDEs with a ``full dependence
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• Singularly perturbed Markov chains: Convergence and aggregation
• Singularly perturbed Markov chains: limit results and applications
• Analysis of Stiff Markov Chains
• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
• Probability

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