Michael E. Henderson
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
We study an approximation method of stationary characters of a two-dimensional Markov chain via the Stein method. For this purpose, innovative methods are developed to estimate the moments of the Markov chain, as well as the solution to the Poisson equation with a partial differential operator.
Michael E. Henderson
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
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Proceedings of SPIE 1989
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Proceedings of SPIE - The International Society for Optical Engineering
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CCS 2024