An iterative aggregation/disaggregation procedure for modelling the long-term behaviour of continuous-time evanescent random processes

DOI10.1080/00949659608811781zbMath0881.60068OpenAlexW2068137841MaRDI QIDQ4346981

Publication date: 18 September 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811781

zbMATH Keywords

Markov chains numerical algorithm quasistationary distribution Gauss-Seidel iterations \(V\)-cycle

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

Meschach

Cites Work

Unnamed Item
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SOME LIMIT THEOREMS FOR EVANESCENT PROCESSES
The calculation of limit probabilities for denumerable Markov processes from infinitesimal properties

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