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/}
}
TY - JOUR AU - A. I. Zeifman AU - A. V. Korotysheva AU - V. Yu. Korolev AU - Ya. A. Satin TI - Truncation bounds for approximations of inhomogeneous continuous-time Markov chains JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2016 SP - 563 EP - 569 VL - 61 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2016_61_3_a6/ LA - ru ID - TVP_2016_61_3_a6 ER -
%0 Journal Article %A A. I. Zeifman %A A. V. Korotysheva %A V. Yu. Korolev %A Ya. A. Satin %T Truncation bounds for approximations of inhomogeneous continuous-time Markov chains %J Teoriâ veroâtnostej i ee primeneniâ %D 2016 %P 563-569 %V 61 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2016_61_3_a6/ %G ru %F TVP_2016_61_3_a6
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/