Daria Smuseva

This paper explores the concept of proportional lumpability as an extension of the original definition of lumpability, addressing the challenges posed by the state space explosion problem in computing performance indices for large stochastic models. Lumpability traditionally relies on state aggregation techniques and is applicable to Markov chains demonstrating structural regularity. Proportional lumpability extends this idea, proposing that the transition rates of a Markov chain can be modified by certain factors, resulting in a lumpable new Markov chain. This concept facilitates the derivation of precise performance indices for the original process. This paper establishes the well-defined nature of the problem of computing the coarsest proportional lumpability that refines a given initial partition, ensuring a unique solution exists. Additionally, a polynomial time algorithm is introduced to solve this problem, offering valuable insights into both the concept of proportional lumpability and the broader realm of partition refinement techniques. The effectiveness of proportional lumpability is demonstrated through a case study that consists of designing a model to investigate selfish mining behaviors on public blockchains. This research contributes to a better understanding of efficient approaches for handling large stochastic models and highlights the practical applicability of proportional lumpability in deriving exact performance indices.