Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes

DOI10.1090/TPMS/1056zbMath1409.60108OpenAlexW2797445976WikidataQ115545813 ScholiaQ115545813MaRDI QIDQ3120628

Dmitrii S. Silvestrov, Sergei D. Silvestrov

Publication date: 5 March 2019

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

Full work available at URL: https://doi.org/10.1090/tpms/1056

zbMATH Keywords

hitting timenonlinear perturbationsemi-Markov processLaurent asymptotic expansionpower-exponential moment

Mathematics Subject Classification ID

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) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Flows of rare events for regularly perturbed semi-Markov processes ⋮ Perturbed Markov chains with damping component ⋮ Coupling and ergodic theorems for Markov chains with damping component

Cites Work

• Continuous-time Markov chains and applications. A two-time-scale approach
• Quasi-stationary phenomena in nonlinearity perturbed stochastic systems.
• Perturbation theory for matrix equations
• Matrix Algorithms
• Analytic Perturbation Theory and Its Applications
• Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
• Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes
• Discrete-Time Markov Chains
• Nonlinearly Perturbed Semi-Markov Processes
• Numerical Methods for Structured Markov Chains
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