Quasi-Stationary Asymptotics for Perturbed Semi-Markov Processes in Discrete Time

被引:0
|
作者
Petersson, Mikael [1 ]
机构
[1] Stockholm Univ, Dept Math, S-10691 Stockholm, Sweden
关键词
Semi-Markov process; Perturbation; Asymptotic expansion; Regenerative process; Renewal equation; Solidarity property; First hitting time; PASSAGE TIMES; DISTRIBUTIONS; CHAINS; SIS;
D O I
10.1007/s11009-016-9530-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in addition, one absorbing state. Our main object of interest is the asymptotic behavior of the joint probabilities of the position of the semi-Markov process and the event of non-absorption as time tends to infinity and the perturbation parameter tends to zero. The main result gives exponential expansions of these probabilities together with a recursive algorithm for computing the coefficients in the expansions. An application to perturbed epidemic SIS models is discussed.
引用
收藏
页码:1047 / 1074
页数:28
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