Some Bounds on the Error in Approximating Transition Probabilities in Continuous-Time Markov Processes
From MaRDI portal
Publication:3990665
DOI10.1137/1034005zbMath0744.60082MaRDI QIDQ3990665
Publication date: 28 June 1992
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1034005
60J27: Continuous-time Markov processes on discrete state spaces
60J35: Transition functions, generators and resolvents
Related Items
Approximating Matrix-Exponential Distributions by Global Randomization, A modified uniformization method for the solution of the chemical master equation