Linear dynamics for the state vector of Markov chain functions

DOI10.1239/aap/1103662963zbMath1076.60058OpenAlexW2040222315MaRDI QIDQ4664088

James Ledoux

Publication date: 5 April 2005

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

Full work available at URL: https://doi.org/10.1239/aap/1103662963

zbMATH Keywords

lumpabilityproportional dynamics

Mathematics Subject Classification ID

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

Related Items (3)

Markov process functionals in finance and insurance ⋮ Markov chain aggregation and its applications to combinatorial reaction networks ⋮ Markov property for a function of a Markov chain: A linear algebra approach

Cites Work

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