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.
Original language | Undefined |
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Article number | 10.1080/15326349808807465 |
Pages (from-to) | 171-186 |
Number of pages | 15 |
Journal | Communications in statistics : Stochastic models |
Volume | 14 |
Issue number | 1/2 |
DOIs | |
Publication status | Published - 1998 |
Keywords
- EWI-12856
- IR-62352
- METIS-140557