Weak lumpability in finite Markov chains
- 1 September 1982
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 19 (3) , 685-691
- https://doi.org/10.2307/3213528
Abstract
Criteria are given to determine whether a given finite Markov chain can be lumped weakly with respect to a given partition of its state space. These conditions are given in terms of solution classes of systems of linear equations associated with the transition probability matrix of the Markov chain and the given partition.Keywords
This publication has 2 references indexed in Scilit:
- Collapsed Markov Chains and the Chapman-Kolmogorov EquationThe Annals of Mathematical Statistics, 1963
- A Markovian Function of a Markov ChainThe Annals of Mathematical Statistics, 1958