A. I. Zeifman, A. V. Korotysheva, V. Yu. Korolev, Ya. A. Satin, “Truncation bounds for approximations of inhomogeneous continuous-time Markov chains”, Teor. Veroyatnost. i Primenen., 2016, Volume 61, Issue 3,Pages <nobr>563

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Short Communications

Truncation bounds for approximations of inhomogeneous continuous-time Markov chains

A. I. Zeifman^abc, A. V. Korotysheva^ac, V. Yu. Korolev^dc, Ya. A. Satin^ac

^a Vologda State University
^b Institute of Socio-Economic Development of Territories, Russian Academy of Sciences, Vologda
^c Federal Research Center "Computer Science and Control" of Russian Academy of Sciences
^d Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: Weakly ergodic continuous-time countable Markov chains are studied. We obtain uniform in time bounds for approximations via truncations by analogous smaller chains under some natural assumptions.

Keywords: inhomogeneous continuous-time Markov processes, approximations, truncations, weak ergodicity.

Received: 06.02.2015

DOI: 10.4213/tvp5073