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Aggregation of Markov flows I : theory
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MacKay, Robert S. and Robinson, J. D. (2018) Aggregation of Markov flows I : theory. Philosophical Transactions A: Mathematical, Physical and Engineering Sciences, 376 (2118). doi:10.1098/rsta.2017.0232 ISSN 1364-503X.
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Official URL: http://doi.org/10.1098/rsta.2017.0232
Abstract
A Markov flow is a stationary measure, with the associated flows and mean first passage times, for a continuous-time regular jump homogeneous semi-Markov process on a discrete state-space. Nodes in the state-space can be eliminated to produce a smaller Markov flow which is a factor of the original one. Some improvements to elimination methods of Wales are given. The main contribution of the paper is to present an alternative, namely a method to aggregate groups of nodes to produce a factor. The method can be iterated to make hierarchical aggregation schemes. The potential benefits are efficient computation, including recomputation to take into account local changes, and insights into the macroscopic behaviour.
Item Type: | Journal Article | ||||||||
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Subjects: | Q Science > QA Mathematics | ||||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics Faculty of Science, Engineering and Medicine > Science > Psychology |
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Journal or Publication Title: | Philosophical Transactions A: Mathematical, Physical and Engineering Sciences | ||||||||
Publisher: | The Royal Society Publishing | ||||||||
ISSN: | 1364-503X | ||||||||
Official Date: | 28 April 2018 | ||||||||
Dates: |
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Volume: | 376 | ||||||||
Number: | 2118 | ||||||||
DOI: | 10.1098/rsta.2017.0232 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||
Date of first compliant deposit: | 8 January 2018 | ||||||||
Date of first compliant Open Access: | 20 March 2018 | ||||||||
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