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

DOI10.1137/S0895479895294277zbMATH Open0876.60054OpenAlexW2058837004MaRDI QIDQ4337394FDOQ4337394

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

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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)

Cited In (11)

• Utilizing network structure to accelerate Markov chain Monte Carlo algorithms
• A probabilistic algorithm for aggregating vastly undersampled large Markov chains
• Bounding the equilibrium distribution of Markov population models.
• Analysis of Markov jump processes under terminal constraints
• Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering
• An embedded Markov chain approach to stock rationing
• Markov property for a function of a Markov chain: A linear algebra approach
• On the Convergence Rate of Quasi Lumpable Markov Chains
• An embedded Markov chain approach to stock rationing under batch orders
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