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Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 2
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-2626-5598
(Mälardalen UNiversity, Sweden)ORCID iD: 0000-0003-4554-6528
2017 (English)In: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713Article in journal (Refereed) Epub ahead of print
Abstract [en]

Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of sequen- tial phase space reduction, which can be applied to processes with an arbitrary asymptotic communicative structure of phase spaces. 

Place, publisher, year, edition, pages
2017.
Keyword [en]
Markov chain, Semi-Markov process, Nonlinear perturbation, Stationary distribution, Expected hitting time, Laurent asymptotic expansion
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-149230DOI: 10.1007/s11009-017-9607-yOAI: oai:DiVA.org:su-149230DiVA: diva2:1159191
Available from: 2017-11-21 Created: 2017-11-21 Last updated: 2017-11-22

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Silvestrov, DmitriiSilvestrov, Sergei
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