Optimal state-space lumping in Markov chains
نویسندگان
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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ورودعنوان ژورنال:
- Inf. Process. Lett.
دوره 87 شماره
صفحات -
تاریخ انتشار 2003