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Lumping analysis in the presence of measurement error

✍ Scribed by Kenneth B Bischoff; Pamela G Coxson


Book ID
112900944
Publisher
Indian Academy of Sciences
Year
1987
Tongue
English
Weight
332 KB
Volume
10
Category
Article
ISSN
0256-2499

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Bounding the lumping error in Markov cha
✍ Karl Heinz Hoffmann; Peter Salamon πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 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