Lumpability for non-irreducible finite markov chains

Conditions under which a function of a finite, discrete-time Markov chain, X(t), is again Markov are given, when X(t) is not irreducible. These conditions are given in terms of an interrelationship between two partitions of the state space of X(t), the partition induced by the minimal essential clas...

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Veröffentlicht in:Journal of applied probability 1984-09, Vol.21 (3), p.567-574
Hauptverfasser: Abdel-Moneim, Atef M., Leysieffer, Frederick W.
Format: Artikel
Sprache:eng
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Zusammenfassung:Conditions under which a function of a finite, discrete-time Markov chain, X(t), is again Markov are given, when X(t) is not irreducible. These conditions are given in terms of an interrelationship between two partitions of the state space of X(t), the partition induced by the minimal essential classes of X(t) and the partition with respect to which lumping is to be considered.
ISSN:0021-9002
1475-6072
DOI:10.2307/3213618