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Avtomatika i Telemekhanika, 2005, Issue 10, Pages 120–127 (Mi at1448)  

Stochastic Systems

Estimation of finite probabilities via aggregation of Markov chains

A. V. Karmanova, L. A. Karmanovab

a Gubkin Russian State University of Oil and Gas
b SJC "Gazprom Promgaz", Moscow, Russia
References:
Abstract: An aggregated (trivial) chain with fewer number of states than for the initial Markov chain is constructed such that the finite probabilities of aggregated states equal the finite probabilities of the corresponding states of the initial Markov chain. A method is developed for determining the upper and lower estimates of finite probabilities of aggregated states from data defining the initial Markov chain. These estimates are related with the necessary and sufficient conditions for the classical aggregation of Markov chains. An example on computations is given.
Presented by the member of Editorial Board: V. A. Lototskii

Received: 20.04.2004
English version:
Automation and Remote Control, 2005, Volume 66, Issue 10, Pages 1640–1646
DOI: https://doi.org/10.1007/s10513-005-0197-8
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Karmanov, L. A. Karmanova, “Estimation of finite probabilities via aggregation of Markov chains”, Avtomat. i Telemekh., 2005, no. 10, 120–127; Autom. Remote Control, 66:10 (2005), 1640–1646
Citation in format AMSBIB
\Bibitem{KarKar05}
\by A.~V.~Karmanov, L.~A.~Karmanova
\paper Estimation of finite probabilities via aggregation of Markov chains
\jour Avtomat. i Telemekh.
\yr 2005
\issue 10
\pages 120--127
\mathnet{http://mi.mathnet.ru/at1448}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2177976}
\zmath{https://zbmath.org/?q=an:1126.60316}
\transl
\jour Autom. Remote Control
\yr 2005
\vol 66
\issue 10
\pages 1640--1646
\crossref{https://doi.org/10.1007/s10513-005-0197-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-27144455711}
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