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Asymptotic behavior of the distribution of the absorption time of a Markov chain

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Literature Cited

  1. I. I. Ezhov and V. S. Korolyuk, “Semi-Markov processes and their applications,” Kibernetika, No. 5, Kiev (1967).

  2. V. S. Korolyuk, “Asymptotic behavior of the sojourn time of a semi-Markov process in a subset of states,” Ukrainsk. Matem. Zh.,21, No. 6, Kiev (1969).

  3. A. B. Vasil'eva, “Asymptotic methods in the theory of ordinary differential equations with small parameter before the highest derivatives,” Zhurnal Vych. Matem. i Matemat. Fiz.,3, No. 4, Moscow (1963).

  4. Ya. D. Plotkin and A. F. Turbin, “Inversion of perturbations in the spectrum of linear operators,” Ukrainsk. Matem. Zh.,23, No. 2, Kiev (1971).

  5. A. F. Turbin, “Application of inversion of perturbations on the spectrum of linear operators to some asymptotic problems related to Markov chains and semi-Markov processes,” in: Probability Theory and Mathematical Statistics [in Russian], Vol. 6, 1971.

  6. V. S. Korolyuk, “Sojourn time of a semi-Markov process in a fixed set of states,” Ukrainsk. Matem. Zh.,17, No. 3, Kiev (1965).

  7. V. F. Butuzov and A. B. Vasil'eva, “Differential and difference systems of equations with small parameter in the case where the nonperturbed (degenerate) system is found on the spectrum,” Differentsial'nye Uravneniya,6, No. 4, Moscow (1970).

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Translated from Kibernetika, No. 2, pp. 20–22, March–April, 1972.

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Korolyuk, V.S., Penev, I.P. & Turbin, A.F. Asymptotic behavior of the distribution of the absorption time of a Markov chain. Cybern Syst Anal 8, 193–196 (1972). https://doi.org/10.1007/BF01068486

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  • DOI: https://doi.org/10.1007/BF01068486

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