Approximate adaptive uniformization of continuous-time Markov chains
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DOI: 10.1016/j.apm.2018.05.009
Abstract: Abstract We consider the approximation of transient (time dependent) probability distributions of discrete-state continuous-time Markov chains on large, possibly infinite state spaces. A framework for approximate adaptive uniformization is provided, which generalizes the well-known uniformization… read more here.
Keywords: uniformization; time markov; time; approximate adaptive ... See more keywords