Asymptotics for quasi-stationary distributions of perturbed discrete time semi-Markov processes
(English)Manuscript (preprint) (Other academic)
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are expected to persist for a long time. We obtain asymptotic power series expansions for quasi-stationary distributions and it is shown how the coefficients in these expansions can be computed from a recursive algorithm. As an illustration of this algorithm, we present a numerical example for a discrete time Markov chain.
Semi-Markov process, Perturbation, Quasi-stationary distribution, Asymptotic expansion, Renewal equation, Markov chain
Probability Theory and Statistics
Research subject Mathematical Statistics
IdentifiersURN: urn:nbn:se:su:diva-128976OAI: oai:DiVA.org:su-128976DiVA: diva2:918397