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

DOI10.1017/S0269964800000176zbMATH Open1134.60367OpenAlexW2788750342MaRDI QIDQ3415906FDOQ3415906

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

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Mathematics Subject Classification ID

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

Cites Work

• Survey of the stability of linear finite difference equations
• Title not available (Why is that?)

Cited In (15)

• A method for approximating the probability functions of a Markov chain
• On approximation of a conditional transition function of right-continuous Markov processes
• Approximations: replacing random variables with their means
• Bounds and approximations for continuous-time Markovian transition probabilities and large systems
• Error analysis of large-time approximations for decay chains
• Title not available (Why is that?)
• A Comment on the Book "Continuous-Time Markov Chains" by W.J. Anderson
• An Error-Bound Theorem for Approximate Markov Chains
• 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
• Weak error for continuous time Markov chains related to fractional in time P(I)DEs
• Uniformization for nonhomogeneous Markov chains
• Some Bounds on the Error in Approximating Transition Probabilities in Continuous-Time Markov Processes
• Title not available (Why is that?)

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