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On uniformization for nonhomogeneous Markov chains

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  • Dijk, N.M. van

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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Suggested Citation

  • Dijk, N.M. van, 1991. "On uniformization for nonhomogeneous Markov chains," Serie Research Memoranda 0006, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1991-6
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19910006.pdf
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    References listed on IDEAS

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    1. Benjamin Melamed & Micha Yadin, 1984. "Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes," Operations Research, INFORMS, vol. 32(4), pages 926-944, August.
    2. Ward Whitt, 1980. "Some Useful Functions for Functional Limit Theorems," Mathematics of Operations Research, INFORMS, vol. 5(1), pages 67-85, February.
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