Article contents
Truncation approximation of the limit probabilities for denumerable semi-Markov processes
Published online by Cambridge University Press: 14 July 2016
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.
Keywords
- Type
- Short Communications
- Information
- Copyright
- Copyright © Applied Probability Trust 1975
References
- 2
- Cited by