✦ LIBER ✦

Bounding the lumping error in Markov chain dynamics

✍ Scribed by Karl Heinz Hoffmann; Peter Salamon

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 324 KB
Volume: 22
Category: Article
ISSN: 0893-9659
DOI: 10.1016/j.aml.2009.03.016

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✦ Synopsis

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.

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