Asymptotic Expansions for Stationary Distributions of Perturbed   Semi-Markov Processes
  New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to processes with asymptotically coupled and uncoupled finite phase spaces. 
Dmitrii Silvestrov, Sergei Silvestrov
math.PR