Aggregation/Disaggregation Error Bounds for Nearly Uncoupled Markov Chains
For nearly uncoupled Markov chains, we describe aggregation/disaggregation
methods, and a computable error bound for the error produced from an inexact
aggregation/disaggregation method is derived.
- NCSU Technical Report #122399-1200
- Submitted for publication
- Grace E. Cho
- Carl D. Meyer
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