42. (a) Show that Approximation 1 of Section 6.8 is equivalent to uniformizing the continuous-time Markov chain

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42.

(a) Show that Approximation 1 of Section 6.8 is equivalent to uniformizing the continuous-time Markov chain with a value v such that vt = n and then approximating Pij (t) by P∗n ij .

(b) Explain why the preceding should make a good approximation

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Introduction To Probability Models

ISBN: 9780080467825

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Authors: Sheldon M Ross

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42. (a) Show that Approximation 1 of Section 6.8 is equivalent to uniformizing the continuous-time Markov chain

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Introduction To Probability Models

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