arXiv:1603.03891 Abstract | arXiv Analytics

arXiv:1603.03891 [math.PR]Abstract References Reviews Resources

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

Published 2016-03-12Version 1

New algorithms for computing of 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.

Comments: 83 pages

Categories: math.PR

Subjects: 60J10, 60J27, 60K15, 65C40

Keywords: stationary distributions, asymptotic expansions, sequential phase space reduction, uncoupled finite phase spaces, special techniques

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