Uniformization for λ-positive markov chains

DOI10.1080/15326349808807465MaRDI QIDQ4385215zbMATH OpenOpenAlexFDO

Authors Richard J. Boucherie, Erik A. van Doorn

Publication date 12 November 1998

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349808807465

zbMATH Keywords

approximationJackson network modelslambda-positive recurrenceMarkov chainstationary distributionuniformization

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(4)

• Uniformization for nonhomogeneous Markov chains
• Uniform acceleration expansions for Markov chains with time-varying rates
• Birth and Death (BDP) Process Models with Applications
• Uniformization Stable Markov Models and Their Jordan Algebraic Structure

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