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arXiv:1603.04743 [math.PR]AbstractReferencesReviewsResources

Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. II

Dmitrii Silvestrov, Sergei Silvestrov

Published 2016-03-15Version 1

Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding 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.

Comments: 33 pages. This is Part II of the paper, which is a shorten and improved version off the paper arXiv:1603.03891
Categories: math.PR
Subjects: 60J10, 60J27, 60K15, 65C40
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