Asymptotic Expansions for Stationary and Quasi-Stationary Distributions of Perturbed Semi-Markov Processes

被引:0
|
作者
Silvestrov, Dmitrii [1 ]
Silvestrov, Sergei [2 ]
机构
[1] Stockholm Univ, Dept Math, SE-10691 Stockholm, Sweden
[2] Malardalen Univ, Sch Educ Culture & Commun, Div Appl Math, SE-72123 Vasteras, Sweden
来源
ICNPAA 2016 WORLD CONGRESS: 11TH INTERNATIONAL CONFERENCE ON MATHEMATICAL PROBLEMS IN ENGINEERING, AEROSPACE AND SCIENCES | 2017年 / 1798卷
关键词
D O I
10.1063/1.4972739
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
New algorithms for computing asymptotic expansions, without and with explicit upper bounds for remainders, for stationary and quasi-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 models with an arbitrary asymptotic communicative structure of phase spaces.
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页数:9
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