Displaying similar documents to “Aggregation and disaggregation in Markov chains”

Aggregation/disaggregation method for safety models

Štěpán Klapka, Petr Mayer (2002)

Applications of Mathematics

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The paper concerns the possibilities for mathematical modelling of safety related systems (equipment oriented on safety). Some mathematical models have been required by the present European Standards for the railway transport. We are interested in the possibility of using Markov’s models to meet these Standards. In the text an example of using that method in the interlocking equipment life cycle is given. An efficient aggregation/disaggregation method for computing some characteristics...

Directed forests with application to algorithms related to Markov chains

Piotr Pokarowski (1999)

Applicationes Mathematicae

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This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.