17 citations · 55 across the 12 of their papers we have counts for
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math.PR2020★ 5 cited
High order steady-state diffusion approximations
Anton Braverman, J. G. Dai, Xiao Fang
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chai…
math.PR2020
Steady-state diffusion approximations of Markov chains: error analysis via the discrete Poisson equation
Anton Braverman
This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way…