METHODS OF APPROXIMATING MARKOV JUMP PROCESSES
Abstract
Three methods are presented for approximating Markov jump processes. The method described in Chapter 3 is only applicable to Markov processes defined on a countable state space. The other two methods can be used for Markov jump processes on a metric space. These methods have been used before in the literature in special cases, but are extended here to more general situations. Convergence results are also obtained for each of the methods as well as rates of convergence.
Degree
Ph.D.
Subject Area
Statistics
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