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Collapsed Markov Chains and the Chapman-Kolmogorov Equation

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Publication:5520441
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DOI10.1214/aoms/1177704261zbMath0144.18702OpenAlexW2082367530MaRDI QIDQ5520441

Jack Hachigian

Publication date: 1963

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704261


zbMATH Keywords

probability theory



Related Items (7)

On weak lumpability of a finite Markov chain ⋮ Functions of Markov processes ⋮ A transformation of Markov jump processes and applications in genetic study ⋮ Local approximation of Markov chains in time and space ⋮ Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains ⋮ Applications of the fundamental matrix to mean absorption and conditional mean absorption problems ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques




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