2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2022★ 2 cited
On Convergence of General Truncation-Augmentation Schemes for Approximating Stationary Distributions of Markov Chains
Alex Infanger, Peter W. Glynn, Yuanyuan Liu
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is ma…
math.PR2022
Solutions of Poisson's Equation for Stochastically Monotone Markov Chains
Peter W. Glynn, Alex Infanger
Stochastically monotone Markov chains arise in many applied domains, especially in the setting of queues and storage systems. Poisson's equation is a key tool for analyzing additiv…
math.PR2022
Solving Poisson's Equation: Existence, Uniqueness, Martingale Structure, and CLT
Peter W. Glynn, Alex Infanger
The solution of Poisson's equation plays a key role in constructing the martingale through which sums of Markov correlated random variables can be analyzed. In this paper, we study…