Abstract
We propose several algorithms to obtain bounds based on Censored Markov Chains to analyze partially generated discrete time Markov chains. The main idea is to avoid the generation of a huge (or even infinite) state space and to truncate the state space during the visit. The approach is purely algebraic and provides element-wise and stochastic bounds for the CMC.
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Bušić, A., Fourneau, JM. (2008). Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach. In: Thomas, N., Juiz, C. (eds) Computer Performance Engineering. EPEW 2008. Lecture Notes in Computer Science, vol 5261. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-87412-6_17
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DOI: https://doi.org/10.1007/978-3-540-87412-6_17
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-87411-9
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