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math.PR2021
Coarse-graining and reconstruction for Markov matrices
Artur Stephan
We present a coarse-graining (or model order reduction) procedure for stochastic matrices by clustering. The method is consistent with the natural structure of Markov theory, prese…
math.PR2019★ 1 cited
Combinatorial considerations on the invariant measure of a stochastic matrix
Artur Stephan
The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochasti…