Empirical convergence rates for continuous-time Markov chains

DOI10.1239/jap/996986661zbMath0974.62065OpenAlexW2060482693MaRDI QIDQ2731169

Geoffrey Pritchard, David John Scott

Publication date: 16 December 2001

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

Full work available at URL: https://doi.org/10.1239/jap/996986661

zbMATH Keywords

rate of convergenceeigenvaluerandom matrixM/M/c/c queue

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

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