Exact and ordinary lumpability in finite Markov chains
- 1 March 1994
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 31 (1) , 59-75
- https://doi.org/10.2307/3215235
Abstract
Exact and ordinary lumpability in finite Markov chains is considered. Both concepts naturally define an aggregation of the Markov chain yielding an aggregated chain that allows the exact determination of several stationary and transient results for the original chain. We show which quantities can be determined without an error from the aggregated process and describe methods to calculate bounds on the remaining results. Furthermore, the concept of lumpability is extended to near lumpability yielding approximative aggregation.Keywords
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