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Truncation approximation of the limit probabilities for denumerable semi-Markov processes

Published online by Cambridge University Press:  14 July 2016

Richard L. Tweedie
Richard L. Tweedie*
Affiliation:
Australian National University, Canberra
*
∗Now at CSIRO Division of Mathematics and Statistics, Canberra.
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Abstract

It is shown that methods used by the author to approximate limit probabilities for Markov processes from their Q-matrices extend to semi-Markov processes. The limit probabilities for semi-Markov processes can be approximated using only truncations of the embedded Markov chain transition matrix and the vector of mean holding times.

Keywords

SEMI-MARKOV PROCESSESLIMIT PROBABILITIESERGODIC PROPERTIESJUMP-CHAINFINITE APPROXIMATIONEQUILIBRIUM DISTRIBUTIONSTATIONARY DISTRIBUTION
Type
Short Communications
Information
Journal of Applied Probability , Volume 12 , Issue 1 , March 1975 , pp. 161 - 163
Copyright
Copyright © Applied Probability Trust 1975 

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References

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