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Asymptotic expansions for stationary and quasi-stationary distributions of perturbed semi-Markov processes
Stockholm University, Faculty of Science, Department of Mathematics. (mathematical statistics)ORCID iD: 0000-0002-2626-5598
Mälardalen University. (applied mathematics)ORCID iD: 0000-0003-4554-6528
2017 (English)In: Proceedings ICNPAA 2016 World Congress, La Rochelle, 2016 / [ed] S. Seenith, American Institute of Physics (AIP), 2017, Vol. 1798, 1-9 p., 020147Conference paper, Published paper (Refereed)
Abstract [en]

New algorithms for computing asymptotic expansions, without and with explicit upper bounds for remainders, for stationary and quasi-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 models with an arbitrary asymptotic communicative structure of phase spaces.

Place, publisher, year, edition, pages
American Institute of Physics (AIP), 2017. Vol. 1798, 1-9 p., 020147
Series
AIP Conference Proceedings, 1798
Keyword [en]
Asymptotic expansion, Semi-Markov Process, Perturbation, Stationary distribution
National Category
Probability Theory and Statistics
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:su:diva-139765DOI: 10.1063/1.4972739OAI: oai:DiVA.org:su-139765DiVA: diva2:1073799
Conference
ICNPAA 2016 World Congress, La Rochelle, 2016
Available from: 2017-02-13 Created: 2017-02-13 Last updated: 2017-02-13

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