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Lumpability for non-irreducible finite markov chains
Published online by Cambridge University Press: 14 July 2016
Abstract
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.
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- Copyright © Applied Probability Trust 1984
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