Error Analysis in Nearly-Completely Decomposable Stochastic Systems

DOI10.2307/1913078MaRDI QIDQ4099114zbMATH OpenOpenAlexWikidataFDO

Authors Pierre Courtois

Publication date 1975

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913078

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic network models in operations research (90B15) Mathematical economics (91B99)

Cited in

(11)

• On polyhedra of Perron-Frobenius eigenvectors
• Steady state solution and convergence rate of time-dependent Markov chains of queuing networks
• A decomposable model of program paging behaviour
• Approximation of eigencharacteristics in nearly-completely decomposable stochastic systems
• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• Spectral clustering for non-reversible Markov chains
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
• Proof of the Simon-Ando Theorem

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