On weak lumpability in Markov chains
- 1 March 1989
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 26 (03) , 446-457
- https://doi.org/10.1017/s0021900200038055
Abstract
We analyse the conditions under which the aggregated process constructed from an homogeneous Markov chain over a given partition of the state space is also Markov homogeneous. The past work on the subject is revised and new properties are obtained.Keywords
This publication has 1 reference indexed in Scilit:
- Weak lumpability in finite Markov chainsJournal of Applied Probability, 1982