Approximation of Markov chains defined by recursion relations

DOI10.1007/BF01085153MaRDI QIDQ1071384zbMATH OpenOpenAlexFDO

Authors S. A. Anichkin

Publication date 1986

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01085153

zbMATH Keywords

convergence ratesideas of couplingLevi-Prohorov metricuniform-in-time continuity

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

Translation from Probl. Ustojch. Stokhasticheskikh Modelej 1983, 4-16 (Russian) (1983; Zbl 0537.60040).

Cites work

• scientific article; zbMATH DE number 3909439 (Why is no real title available?)
• scientific article; zbMATH DE number 3753740 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• On Stochastic Continuity of Queueing Systems of Type $G|G|1$
• The Existence of Probability Measures with Given Marginals
• Weak convergence of a sequence of Markov chains

Cited in

(2)

• Recursive partial realization from the combined sequence of Markov parameters and moments
• scientific article; zbMATH DE number 5563719 (Why is no real title available?)

This page was built for publication: Approximation of Markov chains defined by recursion relations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1071384)