Bounding the lumping error in Markov cha
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Karl Heinz Hoffmann; Peter Salamon
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Article
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2009
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Elsevier Science
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English
β 324 KB
Forming lumped states in a Markov chain is a very useful device leading to a coarser level of description. The Markov chain on these lumped states is often taken as an approximation for the time evolution of the unlumped chain. In the present work we derive a bound on the error in this approximation