作者
Bence Mélykúti, Peter Pfaffelhuber
发表日期
2015/10/2
期刊
Stochastic Models
卷号
31
期号
4
页码范围
525-553
出版商
Taylor & Francis
简介
We compute the stationary distribution of a continuous-time Markov chain that is constructed by gluing together two finite, irreducible Markov chains by identifying a pair of states of one chain with a pair of states of the other and keeping all transition rates from either chain. The result expresses the stationary distribution of the glued chain in terms of quantities of the two original chains. Special emphasis is given to the cases when the stationary distribution of the glued chain is a multiple of the equilibria of the original chains, and when not, for which bounds are derived.
引用总数
2014201520162017201820192020202121212