{"title":"m / g /1型马尔可夫链水平递增截断近似的总变差误差的次几何收敛公式","authors":"Katsuhisa Ouchi, Hiroyuki Masuyama","doi":"10.15807/jorsj.66.243","DOIUrl":null,"url":null,"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.","PeriodicalId":51107,"journal":{"name":"Journal of the Operations Research Society of Japan","volume":"64 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A SUBGEOMETRIC CONVERGENCE FORMULA FOR TOTAL-VARIATION ERROR OF THE LEVEL-INCREMENT TRUNCATION APPROXIMATION OF M/G/1-TYPE MARKOV CHAINS\",\"authors\":\"Katsuhisa Ouchi, Hiroyuki Masuyama\",\"doi\":\"10.15807/jorsj.66.243\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":51107,\"journal\":{\"name\":\"Journal of the Operations Research Society of Japan\",\"volume\":\"64 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-10-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Operations Research Society of Japan\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15807/jorsj.66.243\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Decision Sciences\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Operations Research Society of Japan","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15807/jorsj.66.243","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Decision Sciences","Score":null,"Total":0}
A SUBGEOMETRIC CONVERGENCE FORMULA FOR TOTAL-VARIATION ERROR OF THE LEVEL-INCREMENT TRUNCATION APPROXIMATION OF M/G/1-TYPE MARKOV CHAINS
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.
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The journal publishes original work and quality reviews in the field of operations research and management science to OR practitioners and researchers in two substantive categories: operations research methods; applications and practices of operations research in industry, public sector, and all areas of science and engineering.
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