An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound

DOI10.1137/0607064MaRDI QIDQ3800833zbMATH OpenOpenAlexFDO

Authors Moshe Haviv, Yaacov Ritov

Publication date 1986

Published in SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0607064

zbMATH Keywords

approximation procedurecomputing the stationary distribution

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis
• Geometric bounds on iterative approximations for nearly completely decomposable Markov chains
• Near Complete Decomposability: Bounding the Error by a Stochastic Comparison Method
• scientific article; zbMATH DE number 1208668
• Quasi Lumpability, Lower-Bounding Coupling Matrices, and Nearly Completely Decomposable Markov Chains

Cites work

• A comparison of numerical techniques in Markov modeling
• Aggregation of Variables in Dynamic Systems
• Aggregation with an error of O (ε ² )
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis
• Bounds for the Positive Eigenvectors of Nonnegative Matrices and for their Approximations by Decomposition
• Computable Error Bounds for Aggregated Markov Chains
• Error Analysis in Nearly-Completely Decomposable Stochastic Systems
• Explicit Solutions to Optimization Problems on the Intersections of the Unit Ball of the $l_1 $ and $l_\infty $ Norms with a Hyperplane
• Generalized inverses and their application to applied probability problems
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 3574935 (Why is no real title available?)
• Perturbation bounds for the stationary probabilities of a finite Markov chain

Cited in

(10)

• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• scientific article; zbMATH DE number 3858113 (Why is no real title available?)
• An Error-Bound Theorem for Approximate Markov Chains
• Error bounds on an approximation to the dominant eigenvector of a nonnegative matrix
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Analysis
• scientific article; zbMATH DE number 1208668 (Why is no real title available?)
• Quasi Lumpability, Lower-Bounding Coupling Matrices, and Nearly Completely Decomposable Markov Chains
• Near Complete Decomposability: Bounding the Error by a Stochastic Comparison Method
• Geometric bounds on iterative approximations for nearly completely decomposable Markov chains

This page was built for publication: An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3800833)