Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

Abstract

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… (More)

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