On the Convergence Rate of Quasi Lumpable Markov Chains

DOI10.1007/11777830_10zbMATH Open1185.60081OpenAlexW2129997211MaRDI QIDQ3613675FDOQ3613675

Authors: Andras Farago 

Publication date: 12 March 2009

Published in: Formal Methods and Stochastic Models for Performance Evaluation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11777830_10

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zbMATH Keywords

Markov chainconvergence ratelumpable Markov chain

Mathematics Subject Classification ID

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

Cited In (3)

• Utilizing network structure to accelerate Markov chain Monte Carlo algorithms
• Proportional lumpability
• The lumpability property for a family of Markov chains on poset block structures

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