Estimation of the moments of the stationary distribution of a Markov chain by the trial-function method

zbMath0608.62098MaRDI QIDQ1085934

L. V. Nazarov, Sergey N. Smirnov

Publication date: 1985

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

boundsMarkov chainmoment functionstationary distributionestimating the meanaverage stationary queue lengthmethod of trial functions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25)

Related Items (1)

Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter

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