Asymptotic expansion of semi-Markov random evolutions
Probability
2009-11-03 v1
Abstract
Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.
Keywords
Cite
@article{arxiv.0911.0162,
title = {Asymptotic expansion of semi-Markov random evolutions},
author = {S. Albeverio and V. S. Koroliuk and I. V. Samoilenko},
journal= {arXiv preprint arXiv:0911.0162},
year = {2009}
}