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Convergence of locally and globally interacting Markov chains

✍ Scribed by Hans Föllmer; Ulrich Horst


Book ID
108432864
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
178 KB
Volume
96
Category
Article
ISSN
0304-4149

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Singularly Perturbed Markov Chains: Conv
✍ G Yin; Q Zhang; G Badowski 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 215 KB

Asymptotic properties of singularly perturbed Markov chains having measurable andÂor continuous generators are developed in this work. The Markov chain under consideration has a finite-state space and is allowed to be nonstationary. Its generator consists of a rapidly varying part and a slowly chang