Markov chain aggregation and its applications to combinatorial reaction networks

@article{Ganguly2014MarkovCA,
  title={Markov chain aggregation and its applications to combinatorial reaction networks},
  author={A. Ganguly and T. Petrov and H. Koeppl},
  journal={Journal of Mathematical Biology},
  year={2014},
  volume={69},
  pages={767-797}
}
We consider a continuous-time Markov chain (CTMC) whose state space is partitioned into aggregates, and each aggregate is assigned a probability measure. A sufficient condition for defining a CTMC over the aggregates is presented as a variant of weak lumpability, which also characterizes that the measure over the original process can be recovered from that of the aggregated one. We show how the applicability of de-aggregation depends on the initial distribution. The application section is… Expand
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