Double Perturbations to Markov Chains
Date Issued
2009
Date
2009
Author(s)
Chen, Han-Chiang
Abstract
This article focuses on double perturbations over Markov chains rather than singular perturbation, which has been discussed before. In this article, asymptotic expansion will be first constructed and then the remainder term will be shown to be controllable under some appropriate sense. Finally, some examples will be cited to illustrate what we want to investigate under the double perturbed model. This article can be divided into three chapters. The first chapter is introduction and preliminaries. The second chapter discusses the condition under which the fastest component of the double perturbations has only one class while the third chapter discusses this component has many classes.
Subjects
Perturbations
Double Perturbations
Markov Chains
Asymptotic Expansion
Exponential Decay
Boundary Layer
Asymptotic Validation
Type
thesis
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