Aggregation/Disaggregation Error Bounds for Nearly Uncoupled Markov Chains

ABSTRACT

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.

JOURNAL

NCSU Technical Report #122399-1200

Submitted for publication

CO-AUTHORS

Grace E. Cho

Carl D. Meyer

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