Quasi Lumpability, Lower-Bounding Coupling Matrices, and Nearly Completely Decomposable Markov Chains

DOI10.1137/S0895479895294277MaRDI QIDQ4337394zbMATH OpenOpenAlexFDO

Authors Tuugrul Dayar, William J. Stewart

Publication date 19 May 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479895294277

zbMATH Keywords

Markov chainsdecomposabilitystationary probabilityaggregation-disaggregation schemesquasi lumpability

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Iterative numerical methods for linear systems (65F10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(11)

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• A probabilistic algorithm for aggregating vastly undersampled large Markov chains
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• An embedded Markov chain approach to stock rationing under batch orders
• On the Convergence Rate of Quasi Lumpable Markov Chains
• Bounding the equilibrium distribution of Markov population models.
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
• Markov property for a function of a Markov chain: A linear algebra approach
• Utilizing network structure to accelerate Markov chain Monte Carlo algorithms
• An embedded Markov chain approach to stock rationing

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