ERROR BOUNDS FOR LAST-COLUMN-BLOCK-AUGMENTED TRUNCATIONS OF BLOCK-STRUCTURED MARKOV CHAINS

Error Bounds for Last-column-block-augmented Truncations of Block-structured Markov Chains

This paper discusses the error estimation of the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of block-structured Markov chains (BSMCs) in continuous time. We first derive upper bounds for the absolute difference between the time-averaged functionals of a BSMC and its LC-block-augmented truncation, under the assumption that the BSMC satisfie...

Regenerative block empirical likelihood for Markov chains

Upper and lower bounds for numerical radii of block shifts

For an n-by-n complex matrix A in a block form with the (possibly) nonzero blocks only on the diagonal above the main one, we consider two other matrices whose nonzero entries are along the diagonal above the main one and consist of the norms or minimum moduli of the diagonal blocks of A. In this paper, we obtain two inequalities relating the numeical radii of these matrices and also determine ...

Approximate regenerative-block bootstrap for Markov chains

Markov chains on orthogonal block structures

In this paper we define a particular Markov chain on some combinatorial structures called orthogonal block structures. These structures include, as a particular case, the poset block structures, which can be naturally regarded as the set on which the generalized wreath product of permutation groups acts as the group of automorphisms. In this case, we study the associated Gelfand pairs together ...