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Sensitivity of the stationary distribution vector for an ergodic Markov chain

โœ Scribed by R.E. Funderlic; C.D. Meyer Jr.


Book ID
107825111
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
815 KB
Volume
76
Category
Article
ISSN
0024-3795

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Approximations of quasi-stationary distr
โœ L.A. Breyer; A.G. Hart ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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