Asymptotics for Quasi-Stationary Distributions of Perturbed Discrete Time Semi-Markov Processes

Abstract

In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are expected to persist for a long time. We obtain asymptotic power series expansions for quasi-stationary distributions and it is shown how the coefficients in these expansions can be computed from a recursive algorithm. As an illustration of this algorithm, we present a numerical example for a discrete time Markov chain.