Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities

DOI10.1017/apr.2020.40zbMath1473.60111OpenAlexW3110049399MaRDI QIDQ5005048

Masatoshi Kimura, Tetsuya Takine

Publication date: 4 August 2021

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/apr.2020.40

zbMATH Keywords

Markov chainsconvex polytopeslinear inequalitiescountably infinite state spaceaugmented truncation approximationconditional stationary distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

On level-dependent QBD processes with explosive state space

Cites Work

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• Augmented truncations of infinite stochastic matrices
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Convex Polytopes
• Computing the conditional stationary distribution in Markov chains of level-dependent M/G/1-type
• The censored Markov chain and the best augmentation
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes

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