Search Results - "Infanger, Alex"

Solution Representations for Poisson's Equation, Martingale Structure, and the Markov Chain Central Limit Theorem.

Authors: Glynn, Peter W. Infanger, Alex

Source: Stochastic Systems (INFORMS). Mar2024, Vol. 14 Issue 1, p47-68. 22p.

On the spectral radius and stiffness of Markov jump process rate matrices.

Authors: Glynn, Peter Infanger, Alex

Source: Stochastic Models. 2021, Vol. 37 Issue 1, p85-101. 17p.

A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis.

Authors: Infanger, Alex Glynn, Peter W.

Source: Operations Research Letters. May2024, Vol. 54, pN.PAG-N.PAG. 1p.