Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions

Preprint, Other literature type English OPEN
Masuyama, Hiroyuki;
(2014)
  • Publisher: Applied Probability Trust
  • Journal: issn: 0001-8678
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1239/aap/1427814582
  • Subject: geometric drift condition | Augmented truncation | GI/M/1-type Markov chain | blockwise dominance | 60K25 | level-dependent QBD | M/G/1-type Markov chain | GI/G/1-type Markov chain | Mathematics - Probability | block monotonicity | pathwise ordering | 60J10

In this paper we study the augmented truncation of discrete-time block-monotone Markov chains under geometric drift conditions. We first present a bound for the total variation distance between the stationary distributions of an original Markov chain and its au... View more
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