The reduction of perturbed Markov generators

DOI10.1145/44483.44497zbMath0643.60057OpenAlexW2153306642MaRDI QIDQ3785710

J. R. Rohlicek, Alan S. Willsky

Publication date: 1988

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

Full work available at URL: http://hdl.handle.net/1721.1/2899

zbMATH Keywords

reliabilityasymptotic approximationperturbed finite-state Markov processes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (6)

Conditions for scale-based decompositions in singularly perturbed systems ⋮ Threshold Functions for Markov Chains: a Graph Theoretic Approach ⋮ Multiple time scale decomposition of discrete time Markov chains ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Unnamed Item ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques

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