Lumping in Markov set-chains

DOI10.1016/0304-4149(94)90124-4MaRDI QIDQ1327552zbMATH OpenOpenAlexFDO

Authors Darald J. Hartfiel

Publication date 17 November 1994

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)90124-4

zbMATH Keywords

convex polytopelumpingMarkov chainstochastic matrix

Mathematics Subject Classification ID

(n)-dimensional polytopes (52B11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

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.

Recommendations

• scientific article; zbMATH DE number 4060467
• scientific article; zbMATH DE number 279297
• Exact and ordinary lumpability in finite Markov chains
• A SUCCESSIVE LUMPING PROCEDURE FOR A CLASS OF MARKOV CHAINS
• On weak lumpability in Markov chains
• scientific article; zbMATH DE number 52988
• Markov set-chains
• Lumpability for non-irreducible finite markov chains

Cites work

• Component bounds on markov set-chain limiting sets
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• On the limiting set of nonnegative matrix products
• On the Limiting Set of Stochastic Products xA 1 ⋅A k

Cited in

(4)

• Optimal state-space lumping in Markov chains
• Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains
• On the theory of Markov set-chains
• A SUCCESSIVE LUMPING PROCEDURE FOR A CLASS OF MARKOV CHAINS

This page was built for publication: Lumping in Markov set-chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1327552)