Lumpability and time reversibility in the aggregation-disaggregation method for large markov chains

DOI10.1080/15326348908807099zbMath0667.60068OpenAlexW2048328443MaRDI QIDQ3819799

Maria Rieders, Ushio Sumita

Publication date: 1989

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348908807099

zbMATH Keywords

reversibilitylumpabilityergodic distributionlumping

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (11)

Reasoning about proportional lumpability ⋮ Proportional lumpability and proportional bisimilarity ⋮ On weak lumpability of denumerable Markov chains ⋮ On the relations between Markov chain lumpability and reversibility ⋮ Reverse bisimilarity vs. forward bisimilarity ⋮ Lumping-based equivalences in Markovian automata: algorithms and applications to product-form analyses ⋮ Linear dynamics for the state vector of Markov chain functions ⋮ Optimal state-space lumping in Markov chains ⋮ A New Algorithm for Computing the Ergodic Probability Vector for Large Markov Chains ⋮ The evolution of aggregated Markov chains ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques

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