m / g /1型马尔可夫链水平递增截断近似的总变差误差的次几何收敛公式

Q4 Decision Sciences

Journal of the Operations Research Society of Japan Pub Date : 2023-10-31 DOI:10.15807/jorsj.66.243

Katsuhisa Ouchi, Hiroyuki Masuyama

{"title":"m / g /1型马尔可夫链水平递增截断近似的总变差误差的次几何收敛公式","authors":"Katsuhisa Ouchi, Hiroyuki Masuyama","doi":"10.15807/jorsj.66.243","DOIUrl":null,"url":null,"abstract":"This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursion for the stationary distribution in M/G/1-type Markov chains. The main result of this paper is a subgeometric convergence formula for the total-variation distance between the stationary distribution and its LI truncation approximation.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"64 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A SUBGEOMETRIC CONVERGENCE FORMULA FOR TOTAL-VARIATION ERROR OF THE LEVEL-INCREMENT TRUNCATION APPROXIMATION OF M/G/1-TYPE MARKOV CHAINS\",\"authors\":\"Katsuhisa Ouchi, Hiroyuki Masuyama\",\"doi\":\"10.15807/jorsj.66.243\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursion for the stationary distribution in M/G/1-type Markov chains. The main result of this paper is a subgeometric convergence formula for the total-variation distance between the stationary distribution and its LI truncation approximation.\",\"PeriodicalId\":51107,\"journal\":{\"name\":\"Journal of the Operations Research Society of Japan\",\"volume\":\"64 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-10-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Operations Research Society of Japan\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15807/jorsj.66.243\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Decision Sciences\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Operations Research Society of Japan","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15807/jorsj.66.243","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Decision Sciences","Score":null,"Total":0}

引用次数: 1

摘要

研究M/G/1型马尔可夫链的水平递增截断近似。对于M/G/1型马尔可夫链中的平稳分布，通常采用LI截断近似来实现Ramaswami递归。本文的主要结果是平稳分布与其LI截断近似之间的总变差距离的一个亚几何收敛公式。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A SUBGEOMETRIC CONVERGENCE FORMULA FOR TOTAL-VARIATION ERROR OF THE LEVEL-INCREMENT TRUNCATION APPROXIMATION OF M/G/1-TYPE MARKOV CHAINS

This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursion for the stationary distribution in M/G/1-type Markov chains. The main result of this paper is a subgeometric convergence formula for the total-variation distance between the stationary distribution and its LI truncation approximation.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Journal of the Operations Research Society of Japan 管理科学-运筹学与管理科学

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

12 months

期刊介绍： The journal publishes original work and quality reviews in the field of operations research and management science to OR practitioners and researchers in two substantive categories: operations research methods; applications and practices of operations research in industry, public sector, and all areas of science and engineering.