Optimal state-space lumping in Markov chains
β Scribed by Salem Derisavi; Holger Hermanns; William H. Sanders
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 118 KB
- Volume
- 87
- Category
- Article
- ISSN
- 0020-0190
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
The class of ΓΏnite state space Markov chains, stationary with respect to a common pre-speciΓΏed distribution, is considered. An easy-to-check partial ordering is deΓΏned on this class. The ordering provides a su cient condition for the dominating Markov chain to be more e cient. E ciency is measured b