Collapsed Markov Chains and the Chapman-Kolmogorov Equation

DOI10.1214/AOMS/1177704261MaRDI QIDQ5520441zbMATH OpenOpenAlexFDO

Authors Jack Hachigian

Publication date 1963

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177704261

zbMATH Keywords

probability theory

Cited in

(7)

• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• On weak lumpability of a finite Markov chain
• Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains
• Applications of the fundamental matrix to mean absorption and conditional mean absorption problems
• Local approximation of Markov chains in time and space
• Functions of Markov processes
• A transformation of Markov jump processes and applications in genetic study

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