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Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

  • Dmitrii SilvestrovEmail author
  • Sergei Silvestrov
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 179)

Abstract

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.

Keywords

Semi-Markov process Birth-death-type process Stationary distribution Hitting time Nonlinear perturbation Laurent asymptotic expansion 

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© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.Department of MathematicsStockholm UniversityStockholmSweden
  2. 2.Division of Applied Mathematics, School of Education, Culture and CommunicationMälardalen UniversityVästeråsSweden

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