Uniform acceleration expansions for Markov chains with time-varying rates

Mathematics

• Markov Chain 100%
• Asymptotic Expansion 100%
• Transition Rate 100%
• Asymptotics 50%
• Numerical Example 50%
• State Distribution 50%
• Transition Probability 50%
• Pointwise 50%
• Apply It 50%
• Refines 50%
• Related Result 50%
• Limiting Distribution 50%
• Continuous Time Markov Chain 50%
• Loss Model 50%

Keyphrases

• Markov Chain 100%
• Uniform Acceleration 100%
• Time-varying Rates 100%
• Asymptotic Expansion 28%
• Numerical Examples 14%
• Stationary Distribution 14%
• Asymptotic Results 14%
• Transition Probability 14%
• Transition Rates 14%
• Finite State 14%
• Steady-state Distribution 14%
• Limiting Distribution 14%
• Stationary Approximations 14%
• Time of Interest 14%
• Continuous-time Markov Chain 14%
• Uniformization 14%
• Erlang Loss System 14%
• Time-varying Transition Rates 14%

Economics, Econometrics and Finance

• Markov Chain 100%
• Continuous Time 50%