The Exit Time Finite State Projection Scheme: Bounding Exit Distributions and Occupation Measures of Continuous-Time Markov Chains
DOI10.1137/18M1168261zbMath1409.60113arXiv1801.09507MaRDI QIDQ4628404
Philipp Thomas, Juan Kuntz, Mauricio Barahona, Guy-Bart Stan
Publication date: 13 March 2019
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.09507
first passage timesoccupation measurecontinuous-time Markov chainsexit timesexit distributionfinite state projectionexit time finite state projection
Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27) Algorithms with automatic result verification (65G20) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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