Uniformization for λ-positive Markov chains


Boucherie, Richard J. and Doorn, Erik A. van (1998) Uniformization for λ-positive Markov chains. Stochastic Models, 14 (1 & 2). pp. 171-186. ISSN 1532-6349

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Abstract:We show that a variant of the uniformization method for the numerical calculation of transient state probabilities of positive recurrent Markov chains, in which the truncation error can be made arbitrarily small uniformly over time, can be extended to lambda-positive Markov chains.
Item Type:Article
Copyright:© 1998 Taylor & Francis
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/62352
Official URL:http://dx.doi.org/10.1080/15326349808807465
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