Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems

DOI10.1137/S0895479897329874zbMath0958.60064MaRDI QIDQ4509605

Iain Raeburn, Middleton, Richard H., Graham C. Goodwin, José A. De Doná

Publication date: 19 October 2000

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

zbMATH Keywords

Markov chainsintegral operatorsfinite rank approximationstate-discretization

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of operator theory in probability theory and statistics (47N30)

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