Quasi-Stationary Asymptotics for Perturbed Semi-Markov Processes in Discrete Time
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DOI: 10.1007/s11009-016-9530-7
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References listed on IDEAS
- van Doorn, Erik A. & Pollett, Philip K., 2013. "Quasi-stationary distributions for discrete-state models," European Journal of Operational Research, Elsevier, vol. 230(1), pages 1-14.
- Jung, Brita, 2013. "Exit times for multivariate autoregressive processes," Stochastic Processes and their Applications, Elsevier, vol. 123(8), pages 3052-3063.
- , Aisdl, 2007. "Weak convergence of first-rare-event times for semi-Markov processes," OSF Preprints q95cv, Center for Open Science.
- Jose Blanchet & Bert Zwart, 2010. "Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(2), pages 311-326, October.
- Gyllenberg, Mats & S. Silvestrov, Dmitrii, 2000. "Cramer-Lundberg approximation for nonlinearly perturbed risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 75-90, February.
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Keywords
Semi-Markov process; Perturbation; Asymptotic expansion; Regenerative process; Renewal equation; Solidarity property; First hitting time;All these keywords.
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