Zobrazeno 1 - 2
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pro vyhledávání: '"van Erik A. Doorn"'
Publikováno v:
Theory of probability and its applications, 54(1):10.1137/S0040585X97984097, 97-113. Society for Industrial and Applied Mathematics Publications
Teoriya veroyatnostei i ee primeneniya, 54(1), 18-38. Nauchnoe Izdatel'stvo TVP
Teoriya veroyatnostei i ee primeneniya, 54(1), 18-38. Nauchnoe Izdatel'stvo TVP
We survey a method initiated by one of us in the 1990's for finding bounds and representations for the rate of convergence of a birth-death process. We also present new results obtained by this method for some specific birth-death processes related t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23cccfb4e2d50e02392867c56379ae65
https://doi.org/10.1137/s0040585x97984097
https://doi.org/10.1137/s0040585x97984097
Publikováno v:
Communications in statistics : Stochastic models, 14(1/2):10.1080/15326349808807465, 171-186. Taylor & Francis
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 t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cf955c102d441141b6db3a01a08b0273
https://doi.org/10.1080/15326349808807465
https://doi.org/10.1080/15326349808807465