Approximating the stationary distribution of an infinite stochastic matrix

DOI10.2307/3214743zbMATH Open0721.60070OpenAlexW2316887351MaRDI QIDQ5753306FDOQ5753306

Authors: Daniel P. Heyman 

Publication date: 1991

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214743

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zbMATH Keywords

numerical approximationstationary distributionsHessenberg matricessteady-state balance equations

Mathematics Subject Classification ID

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

Cited In (21)

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• Weak stability bounds for approximations of invariant measures with applications to queueing
• Augmented truncations of infinite stochastic matrices
• Strong truncation approximation in tandem queues with blocking
• A weak perturbation theory for approximations of invariant measures in M/G/1 model
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
• A pathwise approach to the extinction of branching processes with countably many types
• Finite-state-space truncations for infinite quasi-birth-death processes
• The fine structure of the stationary distribution for a simple Markov process
• Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities

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