Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

DOI10.1007/978-3-319-42105-6_10zbMath1361.60062arXiv1603.03891OpenAlexW4256469519MaRDI QIDQ2974707

Sergei D. Silvestrov, Dmitrii S. Silvestrov

Publication date: 10 April 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.03891

zbMATH Keywords

algorithmsstationary distributionhitting timenonlinear perturbationsemi-Markov processLaurent asymptotic expansionbirth-death-type process

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Markov renewal processes, semi-Markov processes (60K15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (11)

Reward algorithms for semi-Markov processes ⋮ Flows of rare events for regularly perturbed semi-Markov processes ⋮ Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Perturbed Markov chains with damping component ⋮ PageRank for networks, graphs, and Markov chains ⋮ Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation ⋮ Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. ⋮ Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II. ⋮ Coupling and ergodic theorems for Markov chains with damping component ⋮ Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes

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