Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach

DOI10.1007/978-3-540-87412-6_17MaRDI QIDQ3543321zbMATH OpenOpenAlexFDO

Authors Ana Bušić, Jean-Michel Fourneau

Publication date 2 December 2008

Published in Computer Performance Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-87412-6_17

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1946759 (Why is no real title available?)
• Algorithms for an irreducible and lumpable strong stochastic bound
• Censoring Markov Chains and Stochastic Bounds
• Comparison methods for stochastic models and risks
• Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering
• Near Complete Decomposability: Bounding the Error by a Stochastic Comparison Method
• Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems
• Sub-stochastic matrix analysis for bounds computation -- theoretical results
• The censored Markov chain and the best augmentation
• Transforming stochastic matrices for stochastic comparison with the st-order
• Worst Case Analysis of Batch Arrivals with the Increasing Convex Ordering

Cited in

(1)

• Censoring Markov Chains and Stochastic Bounds

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Uses Software

• PEPS

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