Approximating the stationary distribution of an infinite stochastic matrix

DOI10.2307/3214743zbMath0721.60070OpenAlexW2316887351MaRDI QIDQ5753306

Daniel P. Heyman

Publication date: 1991

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

Full work available at URL: https://doi.org/10.2307/3214743

zbMATH Keywords

numerical approximationstationary distributionsHessenberg matricessteady-state balance equations

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

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