A Note on Error Bounds for Approximating Transition Probabilities in Continuous-time Markov Chains

DOI10.1017/S0269964800000176MaRDI QIDQ3415906zbMATH OpenOpenAlexFDO

Authors Nico M. van Dijk

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800000176

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3876339 (Why is no real title available?)
• Survey of the stability of linear finite difference equations

Cited in

(15)

• Uniformization for nonhomogeneous Markov chains
• Bounds and approximations for continuous-time Markovian transition probabilities and large systems
• On approximation of a conditional transition function of right-continuous Markov processes
• A square root approximation of transition rates for a Markov state model
• Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains
• Bounds and Approximations for the Transient Behavior of Continuous-Time Markov Chains
• An Error-Bound Theorem for Approximate Markov Chains
• scientific article; zbMATH DE number 3905587 (Why is no real title available?)
• A method for approximating the probability functions of a Markov chain
• Some Bounds on the Error in Approximating Transition Probabilities in Continuous-Time Markov Processes
• scientific article; zbMATH DE number 1304829 (Why is no real title available?)
• Error analysis of large-time approximations for decay chains
• A Comment on the Book "Continuous-Time Markov Chains" by W.J. Anderson
• Approximations: replacing random variables with their means
• Weak error for continuous time Markov chains related to fractional in time P(I)DEs

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