A Markov Embedding Approximation for a Stochastic Population Model with Exogenous Disturbances

Bruce P. Ayati () and Claudia Neuhauser ()
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Bruce P. Ayati: University of Minnesota
Claudia Neuhauser: University of Minnesota

Methodology and Computing in Applied Probability, 2001, vol. 3, issue 2, 123-133

Abstract: Abstract We present and study an approximation scheme for the mean of a stochastic simulation that models a population subject to nonlinear birth and exogenous disturbances. We use the information from the probability distribution for the disturbance times to construct a method that improves upon the mean-field approximation. We show through two example systems the effectiveness of the Markov embedding approximation and discuss the contexts in which it is an appropriate method.

Keywords: exogenous disturbance; Markov embedding; mean-field (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1012212725398

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