Stochastic Bounds with a Low Rank Decomposition

DOI10.1080/15326349.2014.954132zbMath1305.60058MaRDI QIDQ2937472

Ana Bušić, Jean-Michel Fourneau, Mouad Ben Mamoun

Publication date: 9 January 2015

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2014.954132

zbMATH Keywords

stochastic bounds; numerical computations; low rank decomposition; discrete time Markov chains

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

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

65C40: Numerical analysis or methods applied to Markov chains