Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions

DOI10.1090/qam/1433761zbMath0870.34058OpenAlexW2500779570MaRDI QIDQ3129317

Qing Zhang, G. George Yin, Rafail Z. Khasminskii

Publication date: 2 September 1997

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/qam/1433761

zbMATH Keywords

probability distributionfinite state Markov chainsslow and fast processes

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Singular perturbations for ordinary differential equations (34E15) Asymptotic expansions of solutions to ordinary differential equations (34E05)

Related Items (15)

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 ⋮ Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales ⋮ Control of dynamic systems under the influence of singularly perturbed Markov chains ⋮ Singularly perturbed Markov chains: Convergence and aggregation ⋮ Markov chains with weak and strong interactions: Structural properties ⋮ Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. ⋮ Singularly perturbed Markov chains with two small parameters: A matched asymptotic expansion ⋮ Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit ⋮ Infinite server queues in a random fast oscillatory environment ⋮ A central limit theorem for singularly perturbed nonstationary finite state Markov chains ⋮ 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 ⋮ Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time

This page was built for publication: Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions