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Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains

โœ Scribed by Heyman, Daniel P.


Book ID
118213040
Publisher
Society for Industrial and Applied Mathematics
Year
1987
Weight
799 KB
Volume
8
Category
Article
ISSN
0196-5212

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consider a simple and widely used method for evaluating quasi-stationary distributions of continuous time Markov chains. The infinite state space is replaced by a large, but finite approximation, which is used to evaluate a candidate distribution. We give some conditions under which the method works