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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 3, Pages 563–569
DOI: https://doi.org/10.4213/tvp5073 (Mi tvp5073) 		 
This article is cited in 20 scientific papers (total in 20 papers)

Short Communications

Truncation bounds for approximations of inhomogeneous continuous-time Markov chains

A. I. Zeifmanabc, A. V. Korotyshevaac, V. Yu. Korolevdc, Ya. A. Satinac

a Vologda State University
b Institute of Socio-Economic Development of Territories, Russian Academy of Sciences, Vologda
c Federal Research Center "Computer Science and Control" of Russian Academy of Sciences
d Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (176 kB) Citations (20)
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DOI: https://doi.org/10.4213/tvp5073
Abstract: Weakly ergodic continuous-time countable Markov chains are studied. We obtain uniform in time bounds for approximations via truncations by analogous smaller chains under some natural assumptions.
Keywords: inhomogeneous continuous-time Markov processes, approximations, truncations, weak ergodicity.
Funding agency Grant number
Russian Science Foundation 14-11-00397
Received: 06.02.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 3, Pages 513–520
DOI: https://doi.org/10.1137/S0040585X97T988320
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Zeifman, A. V. Korotysheva, V. Yu. Korolev, Ya. A. Satin, “Truncation bounds for approximations of inhomogeneous continuous-time Markov chains”, Teor. Veroyatnost. i Primenen., 61:3 (2016), 563–569; Theory Probab. Appl., 61:3 (2017), 513–520
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v61/i3/p563
    • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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