A fundamental limitation to the reduction of Markov chains via aggregation.
Georgios KotsalisJeff S. ShammaPublished in: Allerton Conference (2012)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- stationary distribution
- transition probabilities
- state space
- random walk
- markov model
- markov process
- monte carlo method
- probabilistic automata
- monte carlo simulation
- markov processes
- stochastic process
- transition matrix
- queueing theory
- assemble to order systems
- sample path
- finite automata
- single server
- queueing networks
- machine learning