Markov property for a function of a Markov chain: A linear algebra approach
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Publication:2484388
DOI10.1016/J.LAA.2005.02.007zbMath1077.15017OpenAlexW4301348950WikidataQ105583718 ScholiaQ105583718MaRDI QIDQ2484388
Publication date: 1 August 2005
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2005.02.007
observabilityhidden Markov chainpolynomial-time algorithmstochastic matriceshomogeneous Markov chain\(k\)th-order Markov chainlumping mapRogers-Pitman matrix
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