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Asymptotic expansions for stationary distributions of perturbed semi-markov processes
Department of Mathematics, Stockholm University, Stockholm, Sweden.
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (MAM)ORCID iD: 0000-0003-4554-6528
2016 (English)In: Proceedings - 2nd International Symposium on Stochastic Models in Reliability Engineering, Life Science, and Operations Management, SMRLO 2016 / [ed] Ilia Frenkel, Anatoly Lisnianski, IEEE Computer Society, 2016, 41-46 p.Conference paper, Published paper (Refereed)
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Text
Abstract [en]

New algorithms for computing asymptotic expansionsfor power moments of hitting times and stationary andquasi-stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are basedon special techniques of sequential phase space reduction, which can be applied to models with an arbitrary asymptoticcommunicative structure of phase spaces.

Place, publisher, year, edition, pages
IEEE Computer Society, 2016. 41-46 p.
Keyword [en]
Expected hitting time, Laurent asymptotic expansion, Markov chain, Nonlinear perturbation, Semi-Markov process, Stationary distribution, Algorithms, Asymptotic analysis, Markov processes, Phase space methods, Stochastic systems, Asymptotic expansion, Hitting time, Nonlinear perturbations, Semi markov process, Stochastic models
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-31586DOI: 10.1109/SMRLO.2016.18ISI: 000386833900007Scopus ID: 2-s2.0-84964846924ISBN: 9781467399418 (print)OAI: oai:DiVA.org:mdh-31586DiVA: diva2:927868
Conference
2nd International Symposium on Stochastic Models in Reliability Engineering, Life Science, and Operations Management, SMRLO 2016, 15 February 2016 through 18 February 2016
Available from: 2016-05-13 Created: 2016-05-13 Last updated: 2016-12-02Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
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  • asciidoc
  • rtf