Augmented truncation approximations to the solution of Poisson's equation for Markov chains · Mathematics, Computer Science. Appl. Math. Comput. · 2022.

time Markov chains. Keywords: Markov chain; approximation; invariant probability vector; Poisson equation;. ergodicity. 2010 Mathematics Subject ...

5–43. ... 26. J. Liu, Y. Liu, and Y. Q. Zhao, Augmented truncation approximations to the solution of Poisson's equation for Markov chains, Appl. Math. Comput., ...

and Zhao, Y.Q. (2021) Augmented truncation approximations to the solution of Poisson's equation for Markov chains. (https://arxiv.org/abs/2101.00277); Zhao ...

Jul 18, 2024 · J. Liu, Y. Liu, Y.Q. Zhao, Augmented truncation approximations to the solution of Poisson's equation for Markov chains, Appl. Math. Comput. 414 ...

Dec 1, 2023 · A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution to the Poisson ...

Apr 28, 2021 · Poisson's equation for queues driven ... Error bounds for augmented truncation approximations of Markov chains via the perturbation method.

List of references · Çinlar · Liu, Augmented truncation approximations to the solution of Poisson's equation for Markov chains, Appl. Math. Comput., № 414 · Medhi ...

Weakly ergodic continuous-time countable Markov chains are studied. We obtain uniform in time bounds for approximations via truncations by analogous smaller ...

cal ergodic theorems by considering the augmented Markov chain (Xn,ηn)n≥0 ... tions, this implies that the vorticity equation defines a Markov process in H.