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Author Rohlicek, Jan Robin ♦ Willsky, Alan S.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Copyright Year ©1988
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Abstract A new algorithm for the hierarchical aggregation of singularly perturbed finite-state Markov processes is derived. The approach taken bridges the gap between conceptually simple results for a relatively restricted class of processes and the significantly more complex results for the general case. The critical role played by (almost) transient states is exposed, resulting in a straightforward algorithm for the construction of a sequence of aggregate generators associated with various time scales. These generators together provide a uniform asymptotic approximation of the original probability transition function.
ISSN 00045411
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1988-06-01
Publisher Place New York
e-ISSN 1557735X
Journal Journal of the ACM (JACM)
Volume Number 35
Issue Number 3
Page Count 22
Starting Page 675
Ending Page 696

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Source: ACM Digital Library