Lumping in Markov set-chains (Q1327552): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4149(94)90124-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1963973194 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the Limiting Set of Stochastic Products xA 1 ⋅A k / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Component bounds on markov set-chain limiting sets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3262596 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the limiting set of nonnegative matrix products / rank | |||
Normal rank |
Latest revision as of 16:35, 22 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lumping in Markov set-chains |
scientific article |
Statements
Lumping in Markov set-chains (English)
0 references
17 November 1994
0 references
Let \(S_ 0\) be a convex polytope of \(1\times n\) stochastic vectors. The Markov set-chain is defined as a sequence \((S_ n)_{n\geq 0}\) with \[ S_ n=\{xA_ 1A_ 2\ldots A_ n: x\in S_ 0,\;A_ i\in I\},\qquad n\geq 1, \] where \(I\) is a set of \(n\times n\) stochastic matrices \(A\) such that \(P\leq A\leq Q\) for fixed nonnegative matrices \(P\) and \(Q\). The main result of the paper states that the compatible lumping of the matrices \(P\) and \(Q\) induces the lumping of the Markov set-chain (i.e. the corresponding lumping of \((S_ n)\) generates a new Markov set-chain). A certain application of the result is also considered.
0 references
stochastic matrix
0 references
Markov chain
0 references
convex polytope
0 references
lumping
0 references