Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions

DOI10.1137/15M1024743zbMath1344.60073arXiv1506.01789OpenAlexW2017198404MaRDI QIDQ3185672

Hiroyuki Masuyama

Publication date: 4 August 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.01789

zbMATH Keywords

Markov chainserror bounds\(\mathrm{GI}/\mathrm{G}/1\)-type Markov chainblock monotonicityaugmented truncationslast-column-block-augmentationnorthwest-corner truncationsubgeometric drift condition

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (6)

Continuous-time block-monotone Markov chains and their block-augmented truncations ⋮ Error bounds for augmented truncation approximations of continuous-time Markov chains ⋮ Explicit convergence rates for the \(M/G/1\) queue under perturbation ⋮ A geometric convergence formula for the level-increment-truncation approximation of \(M/G/1\)-type Markov chains ⋮ Augmented truncation approximations to the solution of Poisson's equation for Markov chains ⋮ Error bounds for augmented truncation approximations of Markov chains via the perturbation method

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