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

DOI10.1016/0304-4149(94)00062-XzbMATH Open0820.60051MaRDI QIDQ1890729FDOQ1890729

Authors: F. Simonot 

Publication date: 23 May 1995

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

Recommendations

• Characterization of convergence rates for the approximation of the stationary distribution of infinite monotone stochastic matrices
• Monotone infinite stochastic matrices and their augmented truncations
• Approximating the stationary distribution of an infinite stochastic matrix
• Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains

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)

Cites Work

• Title not available (Why is that?)
• Markov chains and stochastic stability
• Non-negative matrices and Markov chains. 2nd ed
• Computing the stationary distribution for infinite Markov chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Monotone infinite stochastic matrices and their augmented truncations
• Stochastically monotone Markov Chains
• The existence of moments for stationary Markov chains
• Approximating the stationary distribution of an infinite stochastic matrix
• Truncation of Markov Chains with Applications to Queueing
• Title not available (Why is that?)
• Approximation of the invariant probability measure of an infinite stochastic matrix
• Limits for queues as the waiting room grows

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
• Title not available (Why is that?)
• Augmented truncations of infinite stochastic matrices
• A weak perturbation theory for approximations of invariant measures in M/G/1 model
• Monotone infinite stochastic matrices and their augmented truncations
• CLOSED-FORM STOCHASTIC BOUNDS ON THE STATIONARY DISTRIBUTION OF MARKOV CHAINS
• On the estimates of average characteristics of some birth and death processes

This page was built for publication: On the approximation of the stationary distribution of a monotone stochastic Markov chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1890729)