Bounding the lumping error in Markov chain dynamics

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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. © 2009.

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APA

Hoffmann, K. H., & Salamon, P. (2009). Bounding the lumping error in Markov chain dynamics. Applied Mathematics Letters, 22(9), 1471–1475. https://doi.org/10.1016/j.aml.2009.03.016

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