On weak lumpability of a finite Markov chain

Nan-Fu Peng

Statistics & Probability Letters, 1996, vol. 27, issue 4, 313-318

Abstract: An irreducible and homogeneous Markov chain with finite state space is considered. Under a mild condition [Gamma] on the transition probability matrix, a necessary and sufficient condition for weak lumpability, and the characterization of the set of initial starting vectors which make it lumpable are obtained. A similar result is obtained for those transition probability matrices without the restriction of condition [Gamma].

Keywords: Markov; chain; Weak; lumpability (search for similar items in EconPapers)
Date: 1996
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00091-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:27:y:1996:i:4:p:313-318

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().