Stochastic bounds with a low rank decomposition
نویسندگان
چکیده
We investigate how we can bound a Discrete Time Markov Chain (DTMC) by a stochastic matrix with a low rank decomposition. In the first part of the paper we show the links with previous results for matrices with a decomposition of size 1 or 2. Then we show how the complexity of the analysis for steady-state and transient distributions can be simplified when we take into account the decomposition. Finally, we show how we can obtain a monotone stochastic upper bound with a low rank decomposition.
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تاریخ انتشار 2014