Bounding the lumping error in Markov chain dynamics

DOI10.1016/j.aml.2009.03.016zbMath1173.60335OpenAlexW1968801025MaRDI QIDQ1033046

Karl Heinz Hoffmann, Peter Salamon

Publication date: 6 November 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2009.03.016

zbMATH Keywords

Markov chaincoarse graining errorlumped dynamicslumped statesstate space dynamics

Mathematics Subject Classification ID

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

Related Items (4)

A coarse-grained Markov chain is a hidden Markov model ⋮ Controlled dynamics on energy landscapes ⋮ Lumpable Markov chains in risk management ⋮ Bounding the coarse graining error in hidden Markov dynamics

Cites Work

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• Upper bounds on the maximum modulus of subdominant eigenvalues of nonnegative matrices
• The first Laurent series coefficients for singularly perturbed stochastic matrices
• Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains
• A Markovian Function of a Markov Chain
• Sensitivity and elasticity of density-dependent population models
• Discrete-Time Markov Chains

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