On weak lumpability of denumerable Markov chains

James Ledoux

Statistics & Probability Letters, 1995, vol. 25, issue 4, 329-339

Abstract: We consider weak lumpability of denumerable Markov chains evolving in discrete or continuous time. Specifically, we study the properties of the set of all initial distributions of the starting chain leading to an aggregated homogeneous Markov chain with respect to a partition of the state space.

Keywords: Weak; lumpability; Positive; recurrence; R-positivity; Quasi-stationary; distribution; Uniform; semi-group (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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