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An Error-Bound Theorem for Approximate Markov Chains

Published online by Cambridge University Press:  27 July 2009

Nico M. Van Dijk
Nico M. Van Dijk
Affiliation:
Free University Amsterdam, The Netherlands
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Abstract

Recently an error-bound theorem was reported to conclude analytic error bounds for approximate Markov chains. The theorem required a uniform bound for marginal expectations of the approximate model. This note will relax this bound to steady state rather than marginal expectations as of practical interest

(i) to simplify verification and/or

(ii) to obtain a more accurate error bound.

A communication model is studied in detail to support the results.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 6 , Issue 3 , July 1992 , pp. 413 - 424
Copyright
Copyright © Cambridge University Press 1992

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