Quasi-stationary distributions for perturbed discrete time regenerative processes

DOI10.1090/S0094-9000-2015-00942-XzbMath1335.60165OpenAlexW2141273981MaRDI QIDQ2944760

Mikael Petersson

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00942-x

zbMATH Keywords

asymptotic expansionrisk processrenewal equationquasi-stationary distributionsregenerative processesnon-linear perturbation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Renewal theory (60K05)

Related Items (4)

Improved Asymptotics for Ruin Probabilities ⋮ Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Quasi-stationary phenomena in nonlinearity perturbed stochastic systems.
• Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time
• Asymptotic expansions and inequalities in stability theorems for general Markov chains with relatively bounded perturbations
• Aspects of risk theory
• Quasi-stationary distributions of a stochastic metapopulation model
• Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• Perturbation analysis of a phase-type queue with weakly correlated arrivals
• Mean Passage Times and Nearly Uncoupled Markov Chains
• Perturbation analysis for denumerable Markov chains with application to queueing models
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
• The Exponential Decay of Markov Transition Probabilities
• On quasi-stationary distributions in absorbing continuous-time finite Markov chains

This page was built for publication: Quasi-stationary distributions for perturbed discrete time regenerative processes