6 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2025★ 1 cited
The Arnoldi Aggregation for Approximate Transient Distributions of Markov Chains
Patrick Sonnentag, Fabian Michel, Markus Siegle
The paper proposes a new aggregation method, based on the Arnoldi iteration, for computing approximate transient distributions of Markov chains. This aggregation is not partition-b…
math.PR2025
Formal Approximations of the Transient Distributions of the M/G/1 Workload Process
Fabian Michel, Markus Siegle
This paper calculates transient distributions of a special class of Markov processes with continuous state space and in continuous time, up to an explicit error bound. We approxima…
math.PR2024★ 6 cited
Formal Error Bounds for the State Space Reduction of Markov Chains
Fabian Michel, Markus Siegle
We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of forma…