Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method
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Publication:1085934
zbMath0608.62098MaRDI QIDQ1085934
L. V. Nazarov, Sergey N. Smirnov
Publication date: 1985
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
bounds; Markov chain; moment function; stationary distribution; estimating the mean; average stationary queue length; method of trial functions
62M05: Markov processes: estimation; hidden Markov models
60K25: Queueing theory (aspects of probability theory)
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