Michael E. Henderson
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
Paper
On A Stein Method Based Approximation for A Two-Dimensional Markov Chain
Abstract
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.
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