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Truncation approximation of the limit probabilities for denumerable semi-Markov processes

Published online by Cambridge University Press:  14 July 2016

Richard L. Tweedie*
Affiliation:
Australian National University, Canberra
*
Now at CSIRO Division of Mathematics and Statistics, Canberra.

Abstract

It is shown that methods used by the author to approximate limit probabilities for Markov processes from their Q-matrices extend to semi-Markov processes. The limit probabilities for semi-Markov processes can be approximated using only truncations of the embedded Markov chain transition matrix and the vector of mean holding times.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1975 

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