Aggregation of Markov processes: Axiomatization

DOI10.1007/BF01053410MaRDI QIDQ1118907zbMATH OpenFDO

Authors Eric C. Howe, Charles R. Johnson

Publication date 1989

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01053410

zbMATH Keywords

Markov chainsstochastic matrices

Mathematics Subject Classification ID

Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

An aggregator is a map from (column) stochastic \(n\times n\) matrices to (column) stochastic \(m\times m\) matrices. The authors characterise aggregators satisfying two axioms. This is useful in applications of finite state Markov chains where one need to decrease the number of states.

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