Quasi Lumpability, Lower-Bounding Coupling Matrices, and Nearly Completely Decomposable Markov Chains

DOI10.1137/S0895479895294277zbMath0876.60054OpenAlexW2058837004MaRDI QIDQ4337394

Tuǧrul Dayar, William J. Stewart

Publication date: 19 May 1997

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479895294277

zbMATH Keywords

Markov chainsdecomposabilitystationary probabilityaggregation-disaggregation schemesquasi lumpability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10) Continuous-time Markov processes on discrete state spaces (60J27) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)

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