Algorithms for an irreducible and lumpable strong stochastic bound

DOI10.1016/j.laa.2004.02.005zbMath1050.65006OpenAlexW2016392619MaRDI QIDQ1434421

M. Lecoz, Franck Quessette, Jean-Michel Fourneau

Publication date: 4 August 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.02.005

zbMATH Keywords

Markov chainsstochastic boundslumpabilitystochastic monotonicityVincent algorithm

Mathematics Subject Classification ID

Related Items (4)

Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach ⋮ Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework ⋮ Transforming stochastic matrices for stochastic comparison with the st-order ⋮ Stochastic Modelling of Communication Protocols from Source Code

Uses Software

• MARCA

Cites Work

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• Block iterative algorithms for stochastic matrices
• Monotone matrices and monotone Markov processes
• Iterative methods based on splittings for stochastic automata networks
• The numerical solution of stochastic automata networks
• Comparison of Partitioning Techniques for Two-Level Iterative Solvers on Large, Sparse Markov Chains
• Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons
• An iterative bounding method for stochastic automata networks

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