Error Analysis in Nearly-Completely Decomposable Stochastic Systems
From MaRDI portal
Publication:4099114
DOI10.2307/1913078zbMath0333.62070OpenAlexW2046603983WikidataQ56912976 ScholiaQ56912976MaRDI QIDQ4099114
Publication date: 1975
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913078
Applications of statistics to economics (62P20) Stochastic network models in operations research (90B15) Mathematical economics (91B99)
Related Items
Steady state solution and convergence rate of time-dependent Markov chains of queuing networks ⋮ Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Proof of the Simon-Ando Theorem ⋮ Spectral clustering for non-reversible Markov chains ⋮ An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis ⋮ An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound ⋮ A decomposable model of program paging behaviour ⋮ Approximation of eigencharacteristics in nearly-completely decomposable stochastic systems ⋮ On polyhedra of Perron-Frobenius eigenvectors ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques