A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains

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.

arXiv comment20 pages

References in corpus (1)

• Light-tailed asymptotics of stationary tail probability vectors of Markov chains of M/G/1 type