Optimal state-space lumping in Markov chains

نویسندگان

  • Salem Derisavi
  • Holger Hermanns
  • William H. Sanders
چکیده

We prove that the optimal lumping quotient of a finite Markov chain can be constructd in O(m lg n) time, where n is the number of states and m is the number of transitions. The proof relies on the use of splay trees [18] to sort transition weights.

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عنوان ژورنال:
  • Inf. Process. Lett.

دوره 87  شماره 

صفحات  -

تاریخ انتشار 2003