Truncation bounds for approximations of inhomogeneous continuous-time Markov chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 3, pp. 563-569

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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.
Keywords: inhomogeneous continuous-time Markov processes, approximations, truncations, weak ergodicity.
@article{TVP_2016_61_3_a6,
     author = {A. I. Zeifman and A. V. Korotysheva and V. Yu. Korolev and Ya. A. Satin},
     title = {Truncation bounds for approximations of inhomogeneous continuous-time {Markov} chains},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {563--569},
     publisher = {mathdoc},
     volume = {61},
     number = {3},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_3_a6/}
}
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A. I. Zeifman; A. V. Korotysheva; V. Yu. Korolev; Ya. A. Satin. Truncation bounds for approximations of inhomogeneous continuous-time Markov chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 3, pp. 563-569. http://geodesic.mathdoc.fr/item/TVP_2016_61_3_a6/