Robert MacKay, Joshua Robinson
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Publication year: 2018
A Markov flow is a stationary measure, with the associated flows and mean first passage times, for a continuous-time regular jump homogeneous semi-Markov process on a discrete state space. Nodes in the state space can be eliminated to produce a smaller Markov flow which is a factor of the original one. Some improvements to the elimination methods of Wales are given. The main contribution of the paper is to present an alternative, namely a method to aggregate groups of nodes to produce a factor. The method can be iterated to make hierarchical aggregation schemes. The potential benefits are efficient computation, including recomputation to take into account local changes, and insights into the macroscopic behaviour.