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Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden. (MAM)ORCID iD: 0000-0002-2626-5598
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (MAM)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 Rancic, Springer, 2016Chapter in book (Refereed)
Abstract [en]

New algorithms for computing 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
Springer, 2016.
Series
Springer Proceedings in Mathematics and Statistics, ISSN 2194-1009 ; 179
Keyword [en]
asymptotic expansions, semi-Markov processes, sequential phase space reductio
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-33376DOI: 10.1007/978-3-319-42105-6_10Scopus ID: 2-s2.0-85012882742ISBN: 978-3-319-42104-9 (print)ISBN: 978-3-319-42105-6 (print)OAI: oai:DiVA.org:mdh-33376DiVA: diva2:1034020
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FUSION
Available from: 2016-10-11 Created: 2016-10-11 Last updated: 2017-03-02Bibliographically approved

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Publisher's full textScopushttp://www.springer.com/gp/book/9783319421049

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