scholarly journals Approximations: replacing random variables with their means

2014 ◽  
Vol 51 (A) ◽  
pp. 57-62
Author(s):  
Joe Gani

One of the standard methods for approximating a bivariate continuous-time Markov chain {X(t), Y(t): t ≥ 0}, which proves too difficult to solve in its original form, is to replace one of its variables by its mean, This leads to a simplified stochastic process for the remaining variable which can usually be solved, although the technique is not always optimal. In this note we consider two cases where the method is successful for carrier infections and mutating bacteria, and one case where it is somewhat less so for the SIS epidemics.

2014 ◽  
Vol 51 (A) ◽  
pp. 57-62
Author(s):  
Joe Gani

One of the standard methods for approximating a bivariate continuous-time Markov chain {X(t), Y(t): t ≥ 0}, which proves too difficult to solve in its original form, is to replace one of its variables by its mean, This leads to a simplified stochastic process for the remaining variable which can usually be solved, although the technique is not always optimal. In this note we consider two cases where the method is successful for carrier infections and mutating bacteria, and one case where it is somewhat less so for the SIS epidemics.


1988 ◽  
Vol 2 (2) ◽  
pp. 267-268
Author(s):  
Sheldon M. Ross

In [1] an approach to approximate the transition probabilities and mean occupation times of a continuous-time Markov chain is presented. For the chain under consideration, let Pij(t) and Tij(t) denote respectively the probability that it is in state j at time t, and the total time spent in j by time t, in both cases conditional on the chain starting in state i. Also, let Y1,…, Yn be independent exponential random variables each with rate λ = n/t, which are also independent of the Markov chain.


2015 ◽  
Vol 33 (12) ◽  
pp. 2687-2700 ◽  
Author(s):  
Wai Hong Ronald Chan ◽  
Pengfei Zhang ◽  
Ido Nevat ◽  
Sai Ganesh Nagarajan ◽  
Alvin C. Valera ◽  
...  

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