On an approximation made when analysing stochastic processes
We investigate the effect of a particular mode of approximation by means of four examples of its use; in each case the model approximated is a Markov process with discrete states in continuous time.
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Published in: | Journal of applied probability Vol. 13; no. 4; pp. 672 - 683 |
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Main Authors: | , |
Format: | Journal Article |
Language: | English |
Published: |
Cambridge, UK
Cambridge University Press
01-12-1976
Applied Probability Trust |
Subjects: | |
Online Access: | Get full text |
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Summary: | We investigate the effect of a particular mode of approximation by means of four examples of its use; in each case the model approximated is a Markov process with discrete states in continuous time. |
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ISSN: | 0021-9002 1475-6072 |
DOI: | 10.2307/3212522 |