On the approximation of the stationary distribution of a monotone stochastic Markov chain

DOI10.1016/0304-4149(94)00062-XzbMath0820.60051MaRDI QIDQ1890729

F. Simonot

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chainlimiting distributionstochastically monotonecondition for geometric convergenceFoster- Lyapunov condition

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Weak stability bounds for approximations of invariant measures with applications to queueing ⋮ A weak perturbation theory for approximations of invariant measures in M/G/1 model ⋮ On the estimates of average characteristics of some birth and death processes ⋮ Some universal limits for nonhomogeneous birth and death processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Monotone infinite stochastic matrices and their augmented truncations
• Non-negative matrices and Markov chains. 2nd ed
• Computing the stationary distribution for infinite Markov chains
• Limits for queues as the waiting room grows
• The existence of moments for stationary Markov chains
• Approximation of the invariant probability measure of an infinite stochastic matrix
• Truncation of Markov Chains with Applications to Queueing
• Stochastically monotone Markov Chains
• Approximating the stationary distribution of an infinite stochastic matrix

This page was built for publication: On the approximation of the stationary distribution of a monotone stochastic Markov chain