No CrossRef data available.
Article contents
A method of approximating Markov jump processes
Published online by Cambridge University Press: 01 July 2016
Abstract
We present a method of approximating Markov jump processes which was used by Fuhrmann [7] in a special case. We generalize the method and prove weak convergence results under mild assumptions. In addition we obtain bounds on the rates of convergence of the probabilities at arbitrary fixed times. The technique is demonstrated using a state-dependent branching process as an example.
- Type
- Research Article
- Information
- Copyright
- Copyright © Applied Probability Trust 1988
Footnotes
Research supported in part by a David Ross fellowship from Purdue University.
Research supported in part by the U.S. National Science Foundation grant No. DMS-8504319.