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Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 1
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
2019 (English)In: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713, Vol. 21, no 3, p. 945-964Article in journal (Refereed) Published
Abstract [en]

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential phase space reduction, which can be applied to processes with an arbitrary asymptotic communicative structure of phase spaces. Asymptotic expansions are given in two forms, without and with explicit upper bounds for remainders.

Place, publisher, year, edition, pages
2019. Vol. 21, no 3, p. 945-964
Keywords [en]
Markov chain, Semi-Markov process, Nonlinear perturbation, Stationary distribution, Expected hitting time, Laurent asymptotic expansion
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-45309DOI: 10.1007/s11009-017-9605-0ISI: 000484932800019Scopus ID: 2-s2.0-85034254377OAI: oai:DiVA.org:mdh-45309DiVA, id: diva2:1376928
Available from: 2019-12-10 Created: 2019-12-10 Last updated: 2021-01-04Bibliographically approved

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Silvestrov, Sergei

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