| Article ID: | iaor1993307 |
| Country: | Netherlands |
| Volume: | 40 |
| Issue: | 2 |
| Start Page Number: | 339 |
| End Page Number: | 357 |
| Publication Date: | Mar 1992 |
| Journal: | Stochastic Processes and Their Applications |
| Authors: | Dijk N.M. van |
| Keywords: | queues: theory |
An approximate version of the standard uniformization technique is introduced for application to continuous-time Markov chains with unbounded jump rates. This technique is shown to be asymptotically exact and an error bound for the order of its accuracy is provided. An illustrative queueing application is included.