Stochastics and Statistics Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering q

Abstract

This paper presents an improved version of a componentwise bounding algorithm for the state probability vector of nearly completely decomposable Markov chains, and on an application it provides the first numerical results with the type of algorithm discussed. The given two-level algorithm uses aggregation and stochastic comparison with the strong stochastic… (More)

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Cite this paper

@inproceedings{Pekergin2005StochasticsAS, title={Stochastics and Statistics Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering q}, author={Nihal Pekergin and Denizhan N. Alparslan}, year={2005} }