| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1709272 | Applied Mathematics Letters | 2009 | 5 Pages |
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.
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Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Karl Heinz Hoffmann, Peter Salamon,