A.R. Conn, Nick Gould, et al.
Mathematics of Computation
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.
Related
Mario Blaum, John L. Fan, et al.
IEEE International Symposium on Information Theory - Proceedings
Donald Samuels, Ian Stobert
SPIE Photomask Technology + EUV Lithography 2007
Naga Ayachitula, Melissa Buco, et al.
SCC 2007