Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains

DOI10.1360/N012015-00074zbMATH Open1488.60186OpenAlexW2462870981MaRDI QIDQ5018042

Author name not available (Why is that?)

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/n012015-00074

zbMATH Keywords

branching processesnumerical computationcontinuous-time Markov chainsinvariant distribution

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Error bounds for augmented truncation approximations of continuous-time Markov chains ⋮ Augmented truncation approximations to the solution of Poisson's equation for Markov chains ⋮ Error bounds for augmented truncation approximations of Markov chains via the perturbation method

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