Dmitrii S. Silvestrov, “Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-markov processes”, Theory Stoch. Process., 2007, том 13(29), выпуск 2,страницы 267

Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-markov processes

Dmitrii S. Silvestrov

Department of Mathematics and Physics, Mälardalen University, Box 883, SE-721 23 Västerås, Sweden

Аннотация: Asymptotic expansions are given for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes.

Ключевые слова: Semi-Markow processes, absorbtion time, quasi-stationary distribution, nonlinear perturbation.

MSC: 60K15, 60F17, 60K20

Язык публикации: английский