On the approximation of the stationary distribution of a monotone stochastic Markov chain

DOI10.1016/0304-4149(94)00062-XMaRDI QIDQ1890729zbMATH OpenFDO

Authors F. Simonot

Publication date 23 May 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chainlimiting distributionstochastically monotonecondition for geometric convergenceFoster- Lyapunov condition

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 3885030 (Why is no real title available?)
• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 46885 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Approximating the stationary distribution of an infinite stochastic matrix
• Approximation of the invariant probability measure of an infinite stochastic matrix
• Computing the stationary distribution for infinite Markov chains
• Limits for queues as the waiting room grows
• Markov chains and stochastic stability
• Monotone infinite stochastic matrices and their augmented truncations
• Non-negative matrices and Markov chains. 2nd ed
• Stochastically monotone Markov Chains
• The existence of moments for stationary Markov chains
• Truncation of Markov Chains with Applications to Queueing

Cited in

(12)

• Some Improvements for the Computation of the Steady-State Distribution of a Markov Chain by Monotone Sequences of Vectors
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis
• Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains
• Some universal limits for nonhomogeneous birth and death processes
• Limit behaviour for stochastic monotonicity and applications
• Weak stability bounds for approximations of invariant measures with applications to queueing
• scientific article; zbMATH DE number 26231 (Why is no real title available?)
• Augmented truncations of infinite stochastic matrices
• Monotone infinite stochastic matrices and their augmented truncations
• A weak perturbation theory for approximations of invariant measures in M/G/1 model
• CLOSED-FORM STOCHASTIC BOUNDS ON THE STATIONARY DISTRIBUTION OF MARKOV CHAINS
• On the estimates of average characteristics of some birth and death processes

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