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Bounds and approximations for continuous-time Markovian transition probabilities and large systems

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  • Mercier, Sophie

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  • Mercier, Sophie, 2008. "Bounds and approximations for continuous-time Markovian transition probabilities and large systems," European Journal of Operational Research, Elsevier, vol. 185(1), pages 216-234, February.
    • Handle: RePEc:eee:ejores:v:185:y:2008:i:1:p:216-234
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    References listed on IDEAS

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    1. Sidje, Roger B. & Stewart, William J., 1999. "A numerical study of large sparse matrix exponentials arising in Markov chains," Computational Statistics & Data Analysis, Elsevier, vol. 29(3), pages 345-368, January.
    2. Mercier, Sophie, 2007. "Discrete random bounds for general random variables and applications to reliability," European Journal of Operational Research, Elsevier, vol. 177(1), pages 378-405, February.
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    Cited by:

    1. Brameret, P.-A. & Rauzy, A. & Roussel, J.-M., 2015. "Automated generation of partial Markov chain from high level descriptions," Reliability Engineering and System Safety, Elsevier, vol. 139(C), pages 179-187.

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