Asymptotic Expansions for Moment Functionals of Perturbed Discrete Time Semi-Markov Processes

  • Mikael PeterssonEmail author
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 179)


In this paper we study moment functionals of mixed power-exponential type for non-linearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with respect to the perturbation parameter are given. We show how the coefficients in these expansions can be computed from explicit recursive formulas. In particular, the results of the present paper have applications for studies of quasi-stationary distributions.


Semi-Markov process Perturbation Asymptotic expansion Renewal equation Solidarity property First hitting time 


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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.Department of MathematicsStockholm UniversityStockholmSweden

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