Lumpability and Commutativity of Markov Processes
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Cites work
Cited in
(24)- The mutation process in colored coalescent theory
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- On reversible semi-Markov processes
- Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
- Step-by-step community detection in volume-regular graphs
- Discrete kinetic models for molecular motors: asymptotic velocity and Gaussian fluctuations
- Orbigraphs: a graph-theoretic analog to Riemannian orbifolds
- On the Markov commutator
- On the relations between Markov chain lumpability and reversibility
- Exact lumping of Feller semigroups: a \(C^{\star}\)-algebras approach
- State space truncation with quantified errors for accurate solutions to discrete chemical master equation
- The lumpability property for a family of Markov chains on poset block structures
- Markov chain aggregation and its applications to combinatorial reaction networks
- Lumpability abstractions of rule-based systems
- Lumpability and marginalisability for continuous-time Markov chains
- A transformation of Markov jump processes and applications in genetic study
- Find Your Place: Simple Distributed Algorithms for Community Detection
- Lumpings of Markov chains, entropy rate preservation, and higher-order lumpability
- Testing lumpability for marginal discrete hidden Markov models
- Lumping and numerical analysis for multi-server job model
- A necessary condition for weak lumpability in finite Markov processes
- Lumpable Markov chains in risk management
- Exact Bayesian inference for fitting stochastic epidemic models to partially observed incidence data
- Calibrating intensities for long-term care multiple-state Markov insurance model
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