A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
Probability
2024-02-01 v1
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.
Keywords
Cite
@article{arxiv.2302.11181,
title = {A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains},
author = {Katsuhisa Ouchi and Hiroyuki Masuyama},
journal= {arXiv preprint arXiv:2302.11181},
year = {2024}
}
Comments
20 pages