A note on the two-sided regulated random walk

A. Manita; F. Simonot

Annales de l'I.H.P. Probabilités et statistiques (2004)

  • Volume: 40, Issue: 1, page 43-52
  • ISSN: 0246-0203

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Manita, A., and Simonot, F.. "A note on the two-sided regulated random walk." Annales de l'I.H.P. Probabilités et statistiques 40.1 (2004): 43-52. <http://eudml.org/doc/77798>.

@article{Manita2004,
author = {Manita, A., Simonot, F.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Markov chain; regulated random walk; stochastic ordering; convergence rate},
language = {eng},
number = {1},
pages = {43-52},
publisher = {Elsevier},
title = {A note on the two-sided regulated random walk},
url = {http://eudml.org/doc/77798},
volume = {40},
year = {2004},
}

TY - JOUR
AU - Manita, A.
AU - Simonot, F.
TI - A note on the two-sided regulated random walk
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 1
SP - 43
EP - 52
LA - eng
KW - Markov chain; regulated random walk; stochastic ordering; convergence rate
UR - http://eudml.org/doc/77798
ER -

References

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  12. [12] F. Simonot, Sur l'approximation de la distribution stationnaire d'une chaîne de Markov stochastiquement monotone, Stochastic Process. Appl.56 (1995) 133-149. Zbl0820.60051MR1324326
  13. [13] F. Simonot, Y.Q. Song, Characterization of convergence rates for the approximation of the stationary distribution of infinite monotone stochastic matrices, J. Appl. Probab.33 (1996) 974-985. Zbl0867.60041MR1416220
  14. [14] F. Simonot, Moment based approximation for the stationary distribution of a random walk in Z+ with an application to the M/G/1/n queueing system, J. Appl. Probab.37 (2000) 290-299. Zbl0959.60030MR1761680
  15. [15] F. Simonot, A.D. Manita, Convergence time to equilibrium for nonhomogeneous stochastically monotone Markov chains, Preprint 9, Lyapounov French–Russian Institute, Moscow, 2001. 
  16. [16] D. Stoyan, Comparison Methods for Queues and Other Stochastic Models, Wiley, 1983. Zbl0536.60085MR754339
  17. [17] H.C. Tijms, Stochastic Modelling and Analysis, Wiley, 1986. MR847718
  18. [18] R.L. Tweedie, Truncation Approximations of Invariant Measures for Markov Chains, J. Appl. Probab.35 (1998) 517-536. Zbl0919.60065MR1659488
  19. [19] D. Wolf, Approximation of the invariant probability distribution of an infinite stochastic matrix, Adv. Appl. Probab.12 (1980) 710-726. Zbl0443.60030MR578845

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