Exact aggregation of absorbing Markov processes using the quasi-stationary distribution

DOI10.2307/3215143zbMath0812.60055OpenAlexW2015209718MaRDI QIDQ4322017

James Ledoux, Bruno Sericola, Gerardo Rubino

Publication date: 20 March 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215143

zbMATH Keywords

quasi-stationary distributionweak lumpabilityuniformization technique

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

On weak lumpability of denumerable Markov chains ⋮ Different closed-form expressions for generalized entropy rates of Markov chains

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