Markov Processes on a Semi-infinite Strip and the Geometric Tail Algorithm

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Original language	English
Pages (from-to)	133-140
Journal	Annals of Operations Research
Volume	113
DOIs	https://doi.org/10.1023/A
Publication status	Published - 2002
Externally published	Yes

Keywords

@article{75a5fdf19bf9483b96fa469e7f06b05b,

title = "Markov Processes on a Semi-infinite Strip and the Geometric Tail Algorithm",

keywords = "state space, Markov process, spectral method, numerical comparison, tail behavior",

author = "H.C. Tijms and \{van Vuuren\}, Dani{\"e}l",

year = "2002",

doi = "10.1023/A",

language = "English",

volume = "113",

pages = "133--140",

journal = "Annals of Operations Research",

issn = "0254-5330",

publisher = "Springer Netherlands",

}

TY - JOUR

T1 - Markov Processes on a Semi-infinite Strip and the Geometric Tail Algorithm

AU - Tijms, H.C.

AU - van Vuuren, Daniël

PY - 2002

Y1 - 2002

KW - state space

KW - Markov process

KW - spectral method

KW - numerical comparison

KW - tail behavior

U2 - 10.1023/A

DO - 10.1023/A

M3 - Article

SN - 0254-5330

VL - 113

SP - 133

EP - 140

JO - Annals of Operations Research

JF - Annals of Operations Research

ER -