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Markovian bounds on functions of finite Markov chains - MaRDI portal

Markovian bounds on functions of finite Markov chains (Q2749135)

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scientific article; zbMATH DE number 1663791
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Markovian bounds on functions of finite Markov chains
scientific article; zbMATH DE number 1663791

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    Markovian bounds on functions of finite Markov chains (English)
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    23 October 2002
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    weak lumpability
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    stochastic comparison
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    strong ordering
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    Markovian bounds on a function of a homogeneous discrete time Markov chain are considered. Some necessary and sufficient conditions for the existence of Markovian bounds are derived.
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