Abstract
In this paper we study quasi-stationary distributions of non-linearly perturbed semi-Markov processes in discrete time. This type of distributions are of interest for analysis of stochastic systems which have finite lifetimes but are expected to persist for a long time. We obtain asymptotic power series expansions for quasi-stationary distributions and it is shown how the coefficients in these expansions can be computed from a recursive algorithm. As an illustration of this algorithm, we present a numerical example for a discrete time Markov chain.
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Petersson, M. (2016). Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes. In: Silvestrov, S., Rančić, M. (eds) Engineering Mathematics II. Springer Proceedings in Mathematics & Statistics, vol 179. Springer, Cham. https://doi.org/10.1007/978-3-319-42105-6_9
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DOI: https://doi.org/10.1007/978-3-319-42105-6_9
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