Uniform acceleration expansions for Markov chains with time-varying rates

DOI10.1214/aoap/1028903375zbMath0937.60066OpenAlexW2007560378MaRDI QIDQ1296718

William A. Massey, Ward Whitt

Publication date: 7 June 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903375

zbMATH Keywords

asymptotic expansionPoisson's equationMarkov chainbirth-death modelpointwise stationary approximation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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