Characterization of convergence rates for the approximation of the stationary distribution of infinite monotone stochastic matrices

DOI10.2307/3214979zbMATH Open0867.60041OpenAlexW4234919195MaRDI QIDQ3122863FDOQ3122863

Authors:

Publication date: 20 July 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214979

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zbMATH Keywords

Markov chainrandom walkconvergence ratestochastic monotonicityLindley processgeometric recurrenceright-banded matrix

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Special processes (60K99)

Cited In (4)

• Constructing a harmonic function for an irreducible nonnegative matrix with convergence parameter \(R>1\)
• Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains
• Approximating the stationary distribution of an infinite stochastic matrix
• Monotone infinite stochastic matrices and their augmented truncations

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