Taylor series expansions for stationary Markov chains

Advances in Applied Probability

Volumn 35, Issue 4, 2003, Pages 1046-1070

  Heidergott, Bernd ^a,b   Hordijk, Arie ^c  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b TINBERGEN INSTITUTE   (Netherlands)

^c LEIDEN UNIVERSITY   (Netherlands)

Author keywords

Deviation matrix; Markov chain; Measure valued differentiation; Taylor series

Indexed keywords

DEVIATION MATRIX;

CONVERGENCE OF NUMERICAL METHODS; MATRIX ALGEBRA; PERTURBATION TECHNIQUES; POISSON DISTRIBUTION;

MARKOV PROCESSES;

EID: 0344272230     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1067436334     Document Type: Article

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