A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866914660065738752 |
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| author | Ouchi, Katsuhisa Masuyama, Hiroyuki |
| author_facet | Ouchi, Katsuhisa Masuyama, Hiroyuki |
| contents | This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursion for the stationary distribution in M/G/1-type Markov chains. The main result of this paper is a subgeometric convergence formula for the total-variation distance between the stationary distribution and its LI truncation approximation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2302_11181 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains Ouchi, Katsuhisa Masuyama, Hiroyuki Probability This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursion for the stationary distribution in M/G/1-type Markov chains. The main result of this paper is a subgeometric convergence formula for the total-variation distance between the stationary distribution and its LI truncation approximation. |
| title | A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains |
| topic | Probability |
| url | https://arxiv.org/abs/2302.11181 |