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

DOI10.2307/3214979MaRDI QIDQ3122863zbMATH OpenOpenAlexFDO

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

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)

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• On the approximation of the stationary distribution of a monotone stochastic Markov chain
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Cited in

(4)

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

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