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Asymptotic Expansions for Power-Exponential Moments of Hitting Times for Nonlinearly Perturbed Semi-Markov Processes
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-2626-5598
2017 (English)Report (Other academic)
Abstract [en]

New algorithms for computing asymptotic expansions for exponential and mixed power-exponential moments of hitting times for non-linearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction and some kind of operational calculus for Laurent asymptotic expansions applied to moments of hitting times for perturbed semi-Markov processes. These algorithms have a universal character. They can be applied to nonlinearly perturbed semi-Markov processes with an arbitrary asymptotic communicative structure of the phase space. Asymptotic expansions are given in two forms, without and with explicit bounds for remainders. The algorithms are computationally effective, due to a recurrent character of the corresponding computational procedures.

Place, publisher, year, edition, pages
Stockholm: Department of Mathematics, Stockholm University , 2017. , p. 23
Series
Research report / Mathematical Statistics, ISSN 1650-0377 ; 2017:18
Keywords [en]
Semi-Markov process, Nonlinear perturbation, Hitting time, Power-exponential moment, Laurent asymptotic expansion
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-149178OAI: oai:DiVA.org:su-149178DiVA, id: diva2:1158528
Available from: 2017-11-20 Created: 2017-11-20 Last updated: 2018-03-16Bibliographically approved

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