Truncation approximations of invariant measures for Markov chains
From MaRDI portal
Publication:4228255
DOI10.1239/jap/1032265201zbMath0919.60065MaRDI QIDQ4228255
Publication date: 26 April 1999
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1032265201
perturbations; invariant measures; approximations; irreducible Markov chains; geometric ergodicity; stationary distributions; stochastic monotonicity
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60K05: Renewal theory
Related Items
Markov-chain monte carlo: Some practical implications of theoretical results, Stochastic monotonicity and comparability of Markov chains with block-monotone transition matrices and their applications to queueing systems, A weak perturbation theory for approximations of invariant measures in M/G/1 model, Two-Sided Truncations for a Class of Continuous-Time Markov Chains, Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations, Error bounds for augmented truncation approximations of Markov chains via the perturbation method, Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions, Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains, Continuous-time block-monotone Markov chains and their block-augmented truncations, Constructing transient birth-death processes by means of suitable transformations, Effect of energy-saving server scheduling on power consumption for large-scale data centers, Augmented truncation approximations of discrete-time Markov chains, Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes, Weak stability bounds for approximations of invariant measures with applications to queueing, Approximate adaptive uniformization of continuous-time Markov chains, Quasi-stationary distributions for discrete-state models, Error bounds for augmented truncation approximations of continuous-time Markov chains, Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory, Perturbation analysis for continuous-time Markov chains, Asymptotics of the Invariant Measure of a Generalized Markov Branching Process, Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics, Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions, Bounded truncation error for long-run averages in infinite Markov chains
