Approximating the stationary distribution of an infinite stochastic matrix

DOI10.2307/3214743MaRDI QIDQ5753306zbMATH OpenOpenAlexFDO

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

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)

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• 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

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