Approximation of Markov chains defined by recursion relations

DOI10.1007/BF01085153zbMath0586.60053OpenAlexW2059644166MaRDI QIDQ1071384

S. A. Anichkin

Publication date: 1986

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01085153

zbMATH Keywords

convergence ratesideas of couplingLevi-Prohorov metricuniform-in-time continuity

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Cites Work

• Weak convergence of a sequence of Markov chains
• On Stochastic Continuity of Queueing Systems of Type $G|G|1$
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• The Existence of Probability Measures with Given Marginals
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