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ERROR BOUNDS FOR AUGMENTED TRUNCATION APPROXIMATIONS OF MARKOV CHAINS VIA THE PERTURBATION METHOD

Liu, YY; Li, WD

Liu, YY (reprint author), Cent S Univ, Sch Math & Stat, Changsha 410075, Hunan, Peoples R China.

ADVANCES IN APPLIED PROBABILITY, 2018; 50 (2): 645

Abstract

Let P be the transition matrix of a positive recurrent Markov chain on the integers with invariant probability vector pi(T), and let ((n))(P) over til......

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