Quasi-Stationary Phenomena for Semi-Markov Processes

Mats Gyllenberg and Dmitrii S. Silvestrov
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Mats Gyllenberg: University of Turku
Dmitrii S. Silvestrov: University of Turku

Chapter Chapter 3 in Semi-Markov Models and Applications, 1999, pp 33-60 from Springer

Abstract: Abstract New types of nonlinear asymptotical expansions are obtained for distribution of first hitting times and quasi-stationary distributions for nonlinearly perturbed semi-Markov processes.

Keywords: Semi-Markov process; large deviation theorem; ergodic theorem; renewal equation; nonlinear perturbation; nonlinear asymptotical expansion; absorption; quasi-stationary distribution. (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-3288-6_3

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DOI: 10.1007/978-1-4613-3288-6_3

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