Linear dynamics for the state vector of Markov chain functions

DOI10.1239/aap/1103662963zbMath1076.60058OpenAlexW2040222315MaRDI QIDQ4664088

James Ledoux

Publication date: 5 April 2005

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1103662963

zbMATH Keywords

lumpabilityproportional dynamics

Mathematics Subject Classification ID

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

Related Items (3)

Markov process functionals in finance and insurance ⋮ Markov chain aggregation and its applications to combinatorial reaction networks ⋮ Markov property for a function of a Markov chain: A linear algebra approach

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Aggregation of systems described by Markov chains
• Lumpability and observability of linear systems
• A finite characterization of weak lumpable Markov processes. I: The discrete time case
• Closed-form solution for the distribution of the total time spent in a subset of states of a homogeneous Markov process during a finite observation period
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• A unified view of aggregation and coherency in networks and Markov chains†
• Lumpability and time reversibility in the aggregation-disaggregation method for large markov chains
• Computational Comparison of Eight Methods for the Maximum Network Flow Problem
• A Survey and Comparison of Methods for Finding All Vertices of Convex Polyhedral Sets
• Exact and ordinary lumpability in finite Markov chains
• A geometric invariant in weak lumpability of finite Markov chains
• Simple formulae for counting processes in reliability models
• Markov functions

This page was built for publication: Linear dynamics for the state vector of Markov chain functions