Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes

Dmitrii Silvestrov

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arXiv · 1907.03529

Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes

Dmitrii Silvestrov

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Abstract

The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence of expectations for hitting times as well as recurrent formulas for computing the corresponding normalisation functions, Laplace transforms for limiting distributions and limits for expectations.

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Dmitrii Silvestrov. 2019-07-08. Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes. https://arxiv.org/abs/1907.03529

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