Quasi-stationary distributions for perturbed discrete time regenerative processes

Mikael Petersson
2015 Theory of Probability and Mathematical Statistics  
Non-linearly perturbed discrete time regenerative processes with regenerative stopping times are considered. We define the quasi-stationary distributions for such processes and present conditions for their convergence. Under some additional assumptions, the quasi-stationary distributions can be expanded in asymptotic power series with respect to the perturbation parameter. We give an explicit recurrence algorithm for calculating the coefficients in these asymptotic expansions. Applications to
more » ... . Applications to perturbed alternating regenerative processes with absorption and perturbed risk processes are presented. 2010 Mathematics Subject Classification. Primary 60K05, 34E10; Secondary 60K25.
doi:10.1090/s0094-9000-2015-00942-x fatcat:7rhvssst4zhldgkjdovmhyquya