Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems

DOI10.1137/S0895479897329874MaRDI QIDQ4509605zbMATH OpenFDO

Authors José A. De Doná, Graham C. Goodwin, Richard H. Middleton, Iain Raeburn

Publication date 19 October 2000

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479897329874

zbMATH Keywords

finite rank approximationintegral operatorsMarkov chainsstate-discretization

Mathematics Subject Classification ID

Applications of operator theory in probability theory and statistics (47N30) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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(2)

• State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution
• State-space discrete systems: 2-D eigenvalues

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