Uniform acceleration expansions for Markov chains with time-varying rates
Uniform acceleration expansions for Markov chains with time-varying rates
We study uniform acceleration (UA) expansions of finite-state continuous-time Markov chains with time-varying transition rates. The UA expansions can be used to justify, evaluate and refine the pointwise stationary approximation, which is the steady-state distribution associated with the time-dependent generator at the time of interest. We obtain UA approximations from …