Computable Error Bounds for Aggregated Markov Chains

DOI10.1145/322374.322377zbMath0523.60062OpenAlexW2045740252MaRDI QIDQ3673801

G. W. Stewart

Publication date: 1983

Published in: Journal of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/322374.322377

zbMATH Keywords

eigenvaluesdecomposability, stationary probability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• HQR3