Augmented truncation approximations to the solution of Poisson's equation for Markov chains

DOI10.1016/j.amc.2021.126610OpenAlexW3206786992WikidataQ114210979 ScholiaQ114210979MaRDI QIDQ2247089

Yanyan Li

Publication date: 16 November 2021

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.00277

zbMATH Keywords

Markov chainsPoisson's equationcentral limit theoremtruncation approximationsingle-birth processessingle-death processes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type

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