On the approximation of one Markov chain by another
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Publication:818819
DOI10.1007/s00440-005-0453-4zbMath1114.60058arXivmath/0312340OpenAlexW1973958076MaRDI QIDQ818819
Publication date: 21 March 2006
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0312340
Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cites Work
- On the linear programming approach to the optimality property of Prokhorov's distance
- Biased random walks
- Random walks in a convex body and an improved volume algorithm
- A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
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