Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 1

Dmitrii Silvestrov () and Sergei Silvestrov ()
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Dmitrii Silvestrov: Stockholm University
Sergei Silvestrov: Mälardalen University

Methodology and Computing in Applied Probability, 2019, vol. 21, issue 3, 945-964

Abstract: Abstract New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential phase space reduction, which can be applied to processes with an arbitrary asymptotic communicative structure of phase spaces. Asymptotic expansions are given in two forms, without and with explicit upper bounds for remainders.

Keywords: Markov chain; Semi-Markov process; Nonlinear perturbation; Stationary distribution; Expected hitting time; Laurent asymptotic expansion; 60J10; 60J27; 60K15; 65C40 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s11009-017-9605-0

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