Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems

DOI10.1137/S0895479897329874zbMath0958.60064MaRDI QIDQ4509605

Middleton, Richard H., Iain Raeburn, Graham C. Goodwin, José A. De Doná

Publication date: 19 October 2000

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chains; integral operators; finite rank approximation; state-discretization

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

47N30: Applications of operator theory in probability theory and statistics