Optimal state-space lumping in Markov chains

  • Authors:
  • Salem Derisavi;Holger Hermanns;William H. Sanders

  • Affiliations:
  • University of Illinois at Urbana-Champaign, Coordinated Science Laboratory, Urbana, IL;University of Twente, Faculty of Computer Science, 7500 AE Enschede, The Netherlands and Universität des Saarlandes, FR 6.2 Informatik, D-66123 Saarbrücken, Germany;University of Illinois at Urbana-Champaign, Coordinated Science Laboratory, Urbana, IL

  • Venue:
  • Information Processing Letters
  • Year:
  • 2003

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Abstract

We prove that the optimal lumping quotient of a finite Markov chain can be constructed in O(mlg n) time, where n is the number of states and m is the number of transitions. Our proof relies on the use of splay trees (designed by Sleator and Tarjan [J. ACM 32 (3) (1985) 652-686]) to sort transition weights.