Title of article
Bounding the lumping error in Markov chain dynamics
Author/Authors
Hoffmann، نويسنده , , Karl Heinz and Salamon، نويسنده , , Peter، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
5
From page
1471
To page
1475
Abstract
Forming lumped states in a Markov chain is a very useful device leading to a coarser level of description. The Markov chain on these lumped states is often taken as an approximation for the time evolution of the unlumped chain. In the present work we derive a bound on the error in this approximation.
Keywords
Markov chain , Coarse graining error , Lumped states , State space dynamics , Lumped dynamics
Journal title
Applied Mathematics Letters
Serial Year
2009
Journal title
Applied Mathematics Letters
Record number
1526259
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