Time Scale Decomposition: The Role of Scaling in Linear Systems and Transient States in Finite-State Markov Processes.
MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS
Pagination or Media Count:
This paper reports on recent work on time scale decomposition and aggregation of large-scale linear systems containing weak couplings and finite-state Markov processes containing rare transitions. This work builds on that of Coderch, et. al.. The focus of the work is on the asymptotic approximatin of the linear system. Author
- Statistics and Probability