Computable Error Bounds for Aggregated Markov Chains

DOI10.1145/322374.322377MaRDI QIDQ3673801zbMATH OpenOpenAlexFDO

Authors G. W. Stewart

Publication date 1983

Published in Journal of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/322374.322377

zbMATH Keywords

eigenvaluesdecomposability, stationary probability

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(13)

• Deflated Krylov subspace methods for nearly singular linear systems
• Lumping and reversed processes in cooperating automata
• On polyhedra of Perron-Frobenius eigenvectors
• LU decompositions of generalized diagonally dominant matrices
• On a direct method for the solution of nearly uncoupled Markov chains
• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
• Block iterative algorithms for stochastic matrices
• On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis
• Entrywise perturbation theory and error analysis for Markov chains
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes

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• HQR3

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