Hostname: page-component-cd9895bd7-gbm5v Total loading time: 0 Render date: 2024-12-26T19:51:12.155Z Has data issue: false hasContentIssue false
  • English
  • Français

On weak lumpability in Markov chains

Published online by Cambridge University Press:  14 July 2016

Gerardo Rubino  and
Gerardo Rubino
Gerardo Rubino*
Affiliation:
IRISA
Gerardo Rubino*
Affiliation:
IRISA
*
∗Postal address for both authors: IRISA Campus de Beaulieu, 35042 Rennes Cedex, France.
∗Postal address for both authors: IRISA Campus de Beaulieu, 35042 Rennes Cedex, France.
Get access Rights & Permissions [Opens in a new window]

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

AGGREGATIONLUMPABILITY
Type
Research Papers
Information
Journal of Applied Probability , Volume 26 , Issue 3 , September 1989 , pp. 446 - 457
Copyright
Copyright © Applied Probability Trust 1989 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Abdel-Moneim, A. M. and Leysieffer, F. W. (1982) Weak lumpability in finite Markov chains. J. Appl. Prob. 19, 685–691.Google Scholar
Kemeny, J. G. and Snell, J. L. (1976) Finite Markov Chains. Springer-Verlag, New York.Google Scholar