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

Dmitrii Silvestrov; Sergei Silvestrov

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arXiv · 1603.04734

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

Dmitrii Silvestrov·Sergei Silvestrov

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Abstract

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These 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. Asymptotic expansions are given in two forms, without and with explicit bounds for remainders.

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Dmitrii Silvestrov, Sergei Silvestrov. 2016-03-15. Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. I. https://arxiv.org/abs/1603.04734

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