Error bounds for augmented truncation approximations of Markov chains via the perturbation method
From MaRDI portal
Publication:5215018
DOI10.1017/apr.2018.28zbMath1431.60076OpenAlexW2883184237WikidataQ129460548 ScholiaQ129460548MaRDI QIDQ5215018
No author found.
Publication date: 5 February 2020
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2018.28
Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (14)
Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation ⋮ Error bounds for augmented truncation approximations of continuous-time Markov chains ⋮ Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type ⋮ On Stein's method for stochastically monotone single-birth chains ⋮ Kemeny's constant for countable Markov chains ⋮ Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel ⋮ Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications ⋮ Finite-state-space truncations for infinite quasi-birth-death processes ⋮ Sensitivity of the stationary distributions of denumerable Markov chains ⋮ On geometric and algebraic transience for block-structured Markov chains ⋮ Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations ⋮ Augmented truncation approximations to the solution of Poisson's equation for Markov chains ⋮ Hoeffding's inequality for Markov processes via solution of Poisson's equation ⋮ Exact tail asymptotics for fluid models driven by an \textit{M/M/c} queue
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Continuous-time block-monotone Markov chains and their block-augmented truncations
- On optimal condition numbers for Markov chains
- Augmented truncation approximations of discrete-time Markov chains
- Strongly stable Markov chains
- Computing the stationary distribution for infinite Markov chains
- Single birth processes
- New perturbation bounds for denumerable Markov chains
- Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
- A unified perturbation analysis framework for countable Markov chains
- A Liapounov bound for solutions of the Poisson equation
- Stationary distributions and mean first passage times of perturbed Markov chains
- Perturbation analysis for continuous-time Markov chains
- Error Bounds and Comparison Results: The Markov Reward Approach For Queueing Networks
- Series Expansions for Continuous-Time Markov Processes
- Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions
- Markov Chains and Stochastic Stability
- Augmented truncations of infinite stochastic matrices
- Coefficients of ergodicity: structure and applications
- Truncation approximations of invariant measures for Markov chains
- Sensitivity of the Stationary Distribution of a Markov Chain
- Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains
- ERROR BOUNDS FOR LAST-COLUMN-BLOCK-AUGMENTED TRUNCATIONS OF BLOCK-STRUCTURED MARKOV CHAINS
- Perturbation analysis for denumerable Markov chains with application to queueing models
- Applied Probability and Queues
- Perturbation Bounds for the Stationary Distributions of Markov Chains
- Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains
- Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions
- Sensitivity and convergence of uniformly ergodic Markov chains
- Comparison of perturbation bounds for the stationary distribution of a Markov chain
This page was built for publication: Error bounds for augmented truncation approximations of Markov chains via the perturbation method
