A subgeometric convergence formula for total-variation error of the level-increment truncation approximation of M/G/1-type Markov chains

MaRDI QIDQ6152981zbMATH OpenFDO

Authors Hiroyuki Masuyama

Publication date 13 February 2024

Full work available at URL https://arxiv.org/abs/2302.11181

zbMATH Keywords

\(M/G/1\)-type Markov chainhigh-order longtailedlevel-increment truncation approximationMarkov processsubexponentialtotal-variation distance

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains
• Level-wise Subgeometric Convergence of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
• A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution for the Poisson equation of deviation matrix
• Truncation of Markov Chains with Applications to Queueing
• Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions

Cited in

(2)

• A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains
• A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution for the Poisson equation of deviation matrix

This page was built for publication: A subgeometric convergence formula for total-variation error of the level-increment truncation approximation of \(M/G/1\)-type Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6152981)