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Asymptotic Expansions for Stationary Distributions  of  Perturbed Semi-Markov Processes
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-2626-5598
Mälardalen University, Sweden.ORCID iD: 0000-0003-4554-6528
2016 (English)In: Engineering Mathematics II: Algebraic, Stochastic and Analysis Structures for Networks, Data Classification and Optimization / [ed] Sergei Silvestrov, Milica Rančić, Cham: Springer, 2016, 151-222 p.Chapter in book (Refereed)
Abstract [en]

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to processes with asymptotically coupled and uncoupled finite phase spaces.

Place, publisher, year, edition, pages
Cham: Springer, 2016. 151-222 p.
Series
Springer Proceedings in Mathematics & Statistics, ISSN 2194-1009, E-ISSN 2194-1017 ; 179
Keyword [en]
Semi-Markov process, Birth-death-type process, Stationary distribution, Hitting time, Nonlinear perturbation, Laurent asymptotic expansion
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-137442DOI: 10.1007/978-3-319-42105-6_10ISBN: 978-3-319-42104-9 (print)ISBN: 978-3-319-42105-6 (electronic)OAI: oai:DiVA.org:su-137442DiVA: diva2:1062611
Available from: 2017-01-07 Created: 2017-01-07 Last updated: 2017-03-23Bibliographically approved

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