Bounded truncation error for long-run averages in infinite Markov chains

DOI10.1239/jap/1445543835zbMath1326.60107OpenAlexW2096361471MaRDI QIDQ3449919

Werner Sandmann, Hendrik Baumann

Publication date: 30 October 2015

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1445543835

zbMATH Keywords

additive functionalsdrift conditionstate space truncationlong-run averagebounded truncation errorFoster-Lyapunov-type criterioninfinite Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (4)

Finite-state-space truncations for infinite quasi-birth-death processes ⋮ Computation of invariant measures and stationary expectations for Markov chains with block-band transition matrix ⋮ Multi-server tandem queue with Markovian arrival process, phase-type service times, and finite buffers ⋮ Approximate adaptive uniformization of continuous-time Markov chains

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