𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Quasi-stationarity of CUSUM schemes for Erlang distributions

✍ Scribed by Di Chen; Jye-Chyi Lu; Jacqueline M. Hughes-Oliver; Chin-Shang Li

Publisher
Springer
Year
1998
Tongue
English
Weight
164 KB
Volume
48
Category
Article
ISSN
0026-1335

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Approximations of quasi-stationary distr
Approximations of quasi-stationary distributions for markov chains
✍ L.A. Breyer; A.G. Hart πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 768 KB

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