Random Truncation Models and Markov Processes
نویسندگان
چکیده
منابع مشابه
Convergence of Invariant Measures of Truncation Approximations to Markov Processes
Let Q be the Q-matrixof an irreducible, positive recurrent Markov process on a countable state space. We show that, under a number of conditions, the stationary distributions of the n × n north-west corner augmentations of Q converge in total variation to the stationary distribution of the process. Twoconditions guaranteeing such convergence include exponential ergodicity and stochastic monoton...
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Calculation of passage time distributions in large semi-Markov models can be accomplished by means of a previously-presented iterative algorithm, the core of which is repeated sparse matrix–vector multiplication. The algorithm’s performance is therefore highly dependent on the number of multiplications of matrix and vector elements that must be performed during each iteration. At the same time,...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1990
ISSN: 0090-5364
DOI: 10.1214/aos/1176347617