| Article ID: | iaor19993088 |
| Country: | United States |
| Volume: | 46 |
| Issue: | 2 |
| Start Page Number: | 187 |
| End Page Number: | 197 |
| Publication Date: | Mar 1999 |
| Journal: | Naval Research Logistics |
| Authors: | Li Wei, Zhao Yiqiang Q., Braun W. John |
In this paper, we consider approximations to discrete time Markov chains with countably infinite state spaces. We provide a simple, direct proof for the convergence of certain probabilistic quantities when one uses a northwest corner or a banded matrix approximation to the original probability transition matrix.