An algorithm approach to bounding aggregations of multidimensional Markov chains

DOI10.1016/J.TCS.2012.05.030MaRDI QIDQ714783zbMATH OpenOpenAlexFDO

Authors Hind Castel-Taleb, Lynda Mokdad, Nihal Pekergin

Publication date 11 October 2012

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.tcs.2012.05.030

zbMATH Keywords

Markov chainsqueueing networksstochastic bounds

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Cites work

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• A simple coupling of renewal processes
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• Comparison methods for stochastic models and risks
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• Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons
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• Stochastic Orderings for Markov Processes on Partially Ordered Spaces
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Cited in

(5)

• The finest level acceleration of multilevel aggregation for Markov chains
• Space Reduction for a Class of Multidimensional Markov Chains: A Summary and Some Applications
• Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks
• Comparing Markov chains: aggregation and precedence relations applied to sets of states, with applications to assemble-to-order systems
• Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains

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