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

aggregation-disaggregation schemesdecomposabilityMarkov chainsquasi lumpabilitystationary probability

Mathematics Subject Classification ID

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

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Cited in

(11)

• Utilizing network structure to accelerate Markov chain Monte Carlo algorithms
• Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering
• Analysis of Markov jump processes under terminal constraints
• A probabilistic algorithm for aggregating vastly undersampled large Markov chains
• An embedded Markov chain approach to stock rationing under batch orders
• Markov property for a function of a Markov chain: A linear algebra approach
• Stochastic modelling of communication protocols from source code
• On the Convergence Rate of Quasi Lumpable Markov Chains
• An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound
• Bounding the equilibrium distribution of Markov population models.
• An embedded Markov chain approach to stock rationing

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