Markovian bounds on functions of finite Markov chains

Advances in Applied Probability

Volumn 33, Issue 2, 2001, Pages 505-519

  Ledoux, J ^a   Truffet, L ^a  

^a INSA DE RENNES   (France)

Author keywords

Stochastic comparison; Strong ordering; Weak lumpability

Indexed keywords

FUNCTION EVALUATION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SET THEORY;

DISCRETE TIME MARKOV CHAINS (DTMC);

MARKOV PROCESSES;

EID: 0035359630     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/999188326     Document Type: Article

References (13)

1. Exact and ordinary lumpability in finite Markov chains
2. Bounds for the positive eigenvectors of nonnegative matrices and for their approximations by decomposition
3. On polyhedra of Perron-Frobenius eigenvectors
4. A coupling technique for comparison of functions of Markov processes
5. Monotone matrices and monotone Markov processes
6. A geometric invariant in weak lumpability of finite Markov chains
7. Markov functions
8. Aggregation methods for large Markov chains
9. Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons