Asymptotic properties of singularly perturbed Markov chains having measurable and/or 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...

Markov chains have been frequently used to characterize uncertainty in many real-world problems. Quite often, these Markov chains can be decomposed into a vector consisting of fast and slow components; these components are coupled through weak and strong interactions. The main goal of this work...