Approximating Markov chains.

DOI10.1073/PNAS.89.10.4432MaRDI QIDQ4013151zbMATH OpenOpenAlexWikidataFDO

Authors Steven M. Pincus

Publication date 27 September 1992

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.89.10.4432

zbMATH Keywords

correlation between successive time incrementsfinite state approximating Markov chainsstationary conditional probabilitiesstationary measures

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• scientific article; zbMATH DE number 3905587
• On the approximation of one Markov chain by another
• A method of approximating Markov jump processes
• Markov chain approximations to singular stable-like processes
• A copula-based approximation to Markov chains

Cited in

(26)

• Variance structure in the human cardiovascular system -- Periodicity, chaos, or old-fashioned noise?
• Greater signal regularity may indicate increased system isolation
• Markov approximations of chains of infinite order
• A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes
• The non-locality of Markov chain approximations to two-dimensional diffusions
• A copula-based approximation to Markov chains
• Approximating a sequence of observations by a simple process
• scientific article; zbMATH DE number 6703485 (Why is no real title available?)
• scientific article; zbMATH DE number 4172113 (Why is no real title available?)
• Approximate Entropy as an Irregularity Measure for Financial Data
• scientific article; zbMATH DE number 5563719 (Why is no real title available?)
• scientific article; zbMATH DE number 3905587 (Why is no real title available?)
• scientific article; zbMATH DE number 3911365 (Why is no real title available?)
• Some asymptotic formulas for markov chains with applications to simulation^†
• A method of approximating Markov jump processes
• A method for approximating the probability functions of a Markov chain
• scientific article; zbMATH DE number 1279219 (Why is no real title available?)
• scientific article; zbMATH DE number 1552415 (Why is no real title available?)
• scientific article; zbMATH DE number 1436215 (Why is no real title available?)
• Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation
• On the stochastic representation and Markov approximation of Hamiltonian systems
• Unifying theories for nonequilibrium statistical mechanics
• On the approximation of one Markov chain by another
• Differential equation approximations for Markov chains
• A Markov chain approximation of a segment description of chaos
• Markov chains and discrete chaos

This page was built for publication: Approximating Markov chains.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4013151)