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The reduction of perturbed Markov generators: an algorithm exposing the role of transient states

ROHLICEK, J. R ; WILLSKY, A. S

Journal of the ACM, 1988-07, Vol.35 (3), p.675-696 [Periódico revisado por pares]

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Título:
The reduction of perturbed Markov generators: an algorithm exposing the role of transient states
Autor: ROHLICEK, J. R ; WILLSKY, A. S
Assuntos: Agglomeration ; Algorithms ; Applied sciences ; Approximation ; Asymptotic properties ; Computer science; control theory; systems ; Computer systems and distributed systems. User interface ; Exact sciences and technology ; Exposure ; Generators ; Markov processes ; Mathematical analysis ; Software
É parte de: Journal of the ACM, 1988-07, Vol.35 (3), p.675-696
Notas: ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
Descrição: A new algorithm for the hierarchical aggregation of singularly perturbed finite-state Markov processes is derived. The approach taken bridges the gap between conceptually simple results for a relatively restricted class of processes and the significantly more complex results for the general case. The critical role played by (almost) transient states is exposed, resulting in a straightforward algorithm for the construction of a sequence of aggregate generators associated with various time scales. These generators together provide a uniform asymptotic approximation of the original probability transition function.
Editor: New York, NY: Association for Computing Machinery
Idioma: Inglês

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