Truncation approximations of invariant measures for Markov chains

DOI10.1239/jap/1032265201zbMath0919.60065OpenAlexW2060245254MaRDI QIDQ4228255

Richard L. Tweedie

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

zbMATH Keywords

perturbationsinvariant measuresapproximationsirreducible Markov chainsgeometric ergodicitystationary distributionsstochastic monotonicity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)

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