Cover Image

Approximation of Markov Chain Expectations and the Key Role of Stationary Distribution Convergence

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Glynn, Peter W., Zheng, Zeyu
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Regeneration-based a Posteriori Error Bound for a Markov Chain Stationary Distribution Truncation Algorithm
by: Glynn, Peter W., et al.
Published: (2025)

Deep Learning for Markov Chains: Lyapunov Functions, Poisson's Equation, and Stationary Distributions
by: Qu, Yanlin, et al.
Published: (2025)

Deep Learning for Computing Convergence Rates of Markov Chains
by: Qu, Yanlin, et al.
Published: (2024)

Computable Bounds on Convergence of Markov Chains in Wasserstein Distance via Contractive Drift
by: Qu, Yanlin, et al.
Published: (2023)

Linear Algebraic Truncation Algorithm with A Posteriori Error Bounds for Computing Markov Chain Equilibrium Gradients
by: Mahdian, Saied, et al.
Published: (2025)

The Law of Large Numbers and CLT for Non-stationary Markov Jump Processes Exhibiting Time-of-Day Effects
by: Fischer, Monte, et al.
Published: (2025)

The Arnoldi Aggregation for Approximate Transient Distributions of Markov Chains
by: Sonnentag, Patrick, et al.
Published: (2025)

Accurately Computing Expected Visiting Times and Stationary Distributions in Markov Chains
by: Mertens, Hannah, et al.
Published: (2024)

Computable Bounds on the Solution to Poisson's Equation for General Harris Chains
by: Glynn, Peter W., et al.
Published: (2025)

Locally Stationary Distributions: A Framework for Analyzing Slow-Mixing Markov Chains
by: Liu, Kuikui, et al.
Published: (2024)

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
by: Mahdian, Saied, et al.
Published: (2024)

Approximations of Geometrically Ergodic Reversible Markov Chains
by: Negrea, Jeffrey, et al.
Published: (2017)

Markov Chains Approximate Message Passing
by: Rajaraman, Amit, et al.
Published: (2025)

A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
by: Ouchi, Katsuhisa, et al.
Published: (2023)

Markov Chain Approximation of One-Dimensional Sticky Diffusions
by: Meier, Christian, et al.
Published: (2019)

Quantitative Convergence Rates for Stochastically Monotone Markov Chains
by: Kamihigashi, Takashi, et al.
Published: (2024)

Asymptotic Product-form Steady-state Distribution for Semimartingale Reflecting Brownian Motion in Multi-scaling Regime
by: Guang, Jin, et al.
Published: (2025)

Optimistic Estimation of Convergence in Markov Chains with the Average-Mixing Time
by: Wolfer, Geoffrey, et al.
Published: (2024)

Convergence Bounds for Monte Carlo Markov Chains
by: Qin, Qian
Published: (2024)

Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs
by: Awadelkarim, Elsiddig, et al.
Published: (2024)

Invariant Distributions in Nonlinear Markov Chains with Aggregators: Theory, Computation, and Applications
by: Light, Bar
Published: (2023)

On Limiting Probability Distributions of Higher Order Markov Chains
by: Han, Lixing, et al.
Published: (2025)

Markov Chain Variance Estimation: A Stochastic Approximation Approach
by: Agrawal, Shubhada, et al.
Published: (2024)

Stationary Distributions in Monotone Markov Models: Theory and Applications
by: Kamihigashi, Takashi, et al.
Published: (2026)

Perturbations of Markov Chains
by: Rudolf, Daniel, et al.
Published: (2024)

Can a Higher Order Markov Chain Be Treated as a First Order Markov Chain?
by: Xu, Jianhong
Published: (2025)

Stationary measures of continuous time Markov chains with applications to stochastic reaction networks
by: Hansen, Mads Chr, et al.
Published: (2023)

On Recurrence of the Infinite Server Queue
by: Foss, Sergey, et al.
Published: (2025)

Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration
by: Buckwar, Evelyn, et al.
Published: (2024)

Propagation of Chaos for Nonlinear Markov Chains
by: Vuckovic, James
Published: (2026)

Bounding Escape Rates and Approximating Quasi-Stationary Distributions of Brownian Dynamics
by: Bramburger, Jason J.
Published: (2025)

Wasserstein Convergence Rate for Empirical Measures of Markov Processes
by: Wang, Feng-Yu
Published: (2023)

Convergence to the Brownian CRT for critical branching Markov processe
by: Horton, Emma, et al.
Published: (2026)

Convergence Results for Approximation with independent Variables
by: Delbaen, Freddy, et al.
Published: (2024)

Quasi-Stationary Distributions of Interacting Dynamical Systems and their approximation
by: Assadeck, Mohamed Alfaki Aboubacrine, et al.
Published: (2025)

The Importance Markov Chain
by: Andral, Charly, et al.
Published: (2022)

Markov Chains with Rewinding
by: Azarmehr, Amir, et al.
Published: (2026)

Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning
by: Srikant, R.
Published: (2024)

Nonuniform-Grid Markov Chain Approximation of Continuous Processes with Time-Linear Moments
by: Kim, Do Hyun, et al.
Published: (2025)

Four Levels of Thermodynamic Convergence of Singularly Perturbed Markov Semigroups
by: Zhang, Xinyu, et al.
Published: (2026)