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.