扰动半马尔可夫过程平稳分布的渐近展开式

D. Silvestrov, S. Silvestrov
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引用次数: 29

摘要

给出了计算碰撞时间幂矩的渐近展开式和非线性摄动半马尔可夫过程的平稳分布和拟平稳分布的新算法。该算法基于序列相空间约简的特殊技术,可以应用于具有任意渐近通信结构的相空间模型。
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Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
New algorithms for computing asymptotic expansions for power moments of hitting times and 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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