On some limit properties of the reward from a Markov replacement process
Pavla Kunderová (1983)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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On some limit properties of the reward from a Markov replacement process
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Approximation of bivariate Markov chains by one-dimensional diffusion processes
Daniela Kuklíková (1978)
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The paper deals with several questions of the diffusion approximation. The goal of this paper is to create the general method of reducting the dimension of the model with the aid of the diffusion approximation. Especially, two dimensional random variables are approximated by one-dimensional diffusion process by replacing one of its coordinates by a certain characteristic, e.g. by its stationary expectation. The suggested method is used for several different systems. For instance, the...