On weak lumpability of a finite Markov chain
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].
Volume (Year): 27 (1996)
Issue (Month): 4 (May)
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