Kybernetika 33 no. 2, 171-184, 1997

Error bounds for arbitrary approximations of “nearly reversible” Markov chains and a communications example

Nico M. van Dijk

Abstract:

A condition is provided to conclude error bounds when using an arbitrary steady state approximation of a "nearly reversible'' Markov chain. The error bound is of the form $\Delta R$ where

Classification:

60J20

paper.pdf