Markovian bounds on functions of finite Markov chains (Q2749135)
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scientific article; zbMATH DE number 1663791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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