On weak lumpability in Markov chains

DOI10.2307/3214403zbMath0689.60065OpenAlexW1989450361MaRDI QIDQ3031736

Gerardo Rubino, Bruno Sericola

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00075764/file/RR-0787.pdf

zbMATH Keywords

aggregationMarkov chainweak compability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (13)

On weak lumpability of denumerable Markov chains ⋮ On weak lumpability of a finite Markov chain ⋮ Collapsing of non-homogeneous Markov chains ⋮ A finite characterization of weak lumpable Markov processes. I: The discrete time case ⋮ A METHOD FOR FINDING AGGREGATED REPRESENTATIONS OF LINEAR DYNAMICAL SYSTEMS ⋮ Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations ⋮ A finite characterization of weak lumpable Markov processes. II: The continuous time case ⋮ Characterization of exact lumpability for vector fields on smooth manifolds ⋮ A SPECTRAL METHOD FOR AGGREGATING VARIABLES IN LINEAR DYNAMICAL SYSTEMS WITH APPLICATION TO CELLULAR AUTOMATA RENORMALIZATION ⋮ Approximate lumpability for Markovian agent-based models using local symmetries ⋮ The evolution of aggregated Markov chains ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques ⋮ A probabilistic algorithm for aggregating vastly undersampled large Markov chains

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