TRUNCATION BOUNDS FOR APPROXIMATIONS OF INHOMOGENEOUS CONTINUOUS-TIME MARKOV CHAINS

被引：10
|
作者：
Zeifman, A. I. [1 ,2 ,3 ]
Korotysheva, A. V. [1 ,3 ]
Korolev, V. Yu. [1 ]
Satin, Ya. A. [1 ,3 ]
机构：
[1] Moscow MV Lomonosov State Univ, Moscow, Russia
[2] Vologda State Univ, IPI FRC CSC RAS, ISEDT RAS, Moscow, Russia
[3] Vologda State University, IPI FRC CSC RAS, Moscow, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2017年 / 61卷 / 03期
基金：
俄罗斯科学基金会;
关键词：
inhomogeneous continuous-time Markov processes; approximations; truncations; weak ergodicity; DEATH PROCESSES; PERTURBATION BOUNDS; NONHOMOGENEOUS BIRTH; DEPENDENT QUEUES; QUEUING-SYSTEMS; MASS EXODUS; CONVERGENCE; ARRIVALS; ERROR; EMPTY;
D O I：
10.1137/S0040585X97T988320
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Weakly ergodic continuous-time countable Markov chains are studied. We obtain uniform in time bounds for approximations via truncations by analogous smaller chains under some natural assumptions.
引用
收藏
页码：513 / 520
页数：8
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