A geometric invariant in weak lumpability of finite Markov chains

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Publication:4376507

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DOI10.2307/3215001zbMath0899.60061OpenAlexW2313100500MaRDI QIDQ4376507

James Ledoux

Publication date: 3 November 1998

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

Full work available at URL: https://doi.org/10.2307/3215001

zbMATH Keywords

positive invariance of cones states aggregation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items (4)

Markov property for a function of a Markov chain: A linear algebra approach ⋮ Linear dynamics for the state vector of Markov chain functions ⋮ Comparison and aggregation of max-plus linear systems ⋮ The evolution of aggregated Markov chains

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