Abstract
Our main result is a new bound on the rate at which the agg- regated state distribution approaches its limit in quasi-lumpable Markov chains. We also demonstrate that in certain cases this can lead to a significantly accelerated way of estimating the measure of subsets in Markov chains with very large state space.
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Faragó, A. (2006). On the Convergence Rate of Quasi Lumpable Markov Chains. In: Horváth, A., Telek, M. (eds) Formal Methods and Stochastic Models for Performance Evaluation. EPEW 2006. Lecture Notes in Computer Science, vol 4054. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11777830_10
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DOI: https://doi.org/10.1007/11777830_10
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-35362-1
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