Abstract
We consider the problem of approximating the stationary distribution of a positive-recurrent Markov chain with infinite transition matrix P, by stationary distributions computed from (n × n) stochastic matrices formed by augmenting the entries of the (n × n) northwest corner truncations of P, as n →∞.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
9 articles.
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