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Asymptotic expansion of the absorption-time distribution for a markov chain

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Literature Cited

  1. V. S. Korolyuk, I. P. Penev, and A. F. Turbin, “Asymptotic behavior of the absorption-time distribution of a Markov chain,” Kibernetika, No. 2 (1972).

  2. V. F. Butuzov and A. B. Vasil'eva, “Differential and difference systems of equations with a small parameter for the case in which an unperturbed (degenerate) system is situated on the spectrum,” Differents. Uravnen.,6, No. 4 (1970).

  3. M. I. Vishik and L. A. Lyusternik, “Solution of certain perturbation problems for the case of matrices and self-adjoint and nonself-adjoint differential equations,” Usp. Matem. Nauk,15, No. 3 (1960).

  4. V. A. Trenogin, “Elaboration and applications of the asymptotic method of Lyusternik and Vishik,” Usp. Matem. Nauk,25, No. 4 (1970).

  5. A. F. Turbin, “Application of the inversion of spectrum-perturbed linear operators to certain asymptotic problems associated with Markov chains and semi-Markov processes,” in: Probability Theory and Mathematical Statistics [in Russian], No. 6, Kiev (1971).

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Translated from Kibernetika, No. 4, pp. 133–135, July–August, 1973.

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Korolyuk, V.S., Penev, I.P. & Turbin, A.F. Asymptotic expansion of the absorption-time distribution for a markov chain. Cybern Syst Anal 9, 694–697 (1973). https://doi.org/10.1007/BF01068597

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  • DOI: https://doi.org/10.1007/BF01068597

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