Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method (Q1085934)
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scientific article; zbMATH DE number 3984386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method |
scientific article; zbMATH DE number 3984386 |
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Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method (English)
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1985
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The authors propose a convenient method of estimating the mean \(\int V(x)\pi (dx)\) of a (moment) function V relative to the stationary distribution \(\pi\) of a Markov chain (with general phase space), based on the method of trial functions. The effectiveness of the method is demonstrated using a specific example; bounds are obtained for the average stationary queue length for a queueing system with feedback.
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moment function
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estimating the mean
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stationary distribution
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Markov chain
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method of trial functions
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bounds
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average stationary queue length
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