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math.PR2023
A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
Katsuhisa Ouchi, Hiroyuki Masuyama
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 recursi…
math.PR2022
A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains
Katsuhisa Ouchi, Hiroyuki Masuyama
This paper considers an approximation usually used when implementing Ramaswami's recursion for the stationary distribution of the M/G/1-type Markov chain. The approximation is call…
math.PR2022
Level-wise Subgeometric Convergence of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
Katsuhisa Ouchi, Hiroyuki Masuyama
This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is useful for implementing the M/G/1 paradigm, w…