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Taylor series expansions for stationary Markov chains. (English) Zbl 1043.60056
From the authors’ abstract: We study Taylor series expansions of stationary characteristics of general-state-space Markov chains. The elements of the Taylor series are explicitly calculated and a lower bound for the radius of convergence of the Taylor series is established.

MSC:
60J10Markov chains (discrete-time Markov processes on discrete state spaces)
90C31Sensitivity, stability, parametric optimization
Software:
UMDES
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Full Text: DOI
References:
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