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Augmented truncation approximations to the solution of Poisson's equation for Markov chains - MaRDI portal

Augmented truncation approximations to the solution of Poisson's equation for Markov chains (Q2247089)

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scientific article; zbMATH DE number 7428115
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Augmented truncation approximations to the solution of Poisson's equation for Markov chains
scientific article; zbMATH DE number 7428115

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    Augmented truncation approximations to the solution of Poisson's equation for Markov chains (English)
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    16 November 2021
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    Markov chains
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    truncation approximation
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    Poisson's equation
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    central limit theorem
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    single-birth processes
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    single-death processes
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