Uniformization for λ-positive markov chains

DOI10.1080/15326349808807465zbMath0899.60066OpenAlexW2145716143MaRDI QIDQ4385215

Erik A. van Doorn, Richard J. Boucherie

Publication date: 12 November 1998

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349808807465

zbMATH Keywords

approximationuniformizationMarkov chainstationary distributionJackson network modelslambda-positive recurrence

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Probabilistic methods, stochastic differential equations (65C99)

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