Continuity properties of a factor of Markov chains

DOI10.1017/JPR.2015.20MaRDI QIDQ2804426zbMATHOpenAlexFDO

Authors Walter A. F. De Carvalho, Sandro Gallo, N. L. Garcia

Publication date 29 April 2016

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

Full work available at URL https://arxiv.org/abs/1409.6168

zbMATH Keywords

Markov chainsfactor mapchains of infinite ordercontinuity rate

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10) Markov renewal processes, semi-Markov processes (60K15)

Abstract: Starting from a Markov chain with a finite alphabet, we consider the chain obtained when all but one symbol are undistinguishable for the practitioner. We study necessary and sufficient conditions for this chain to have continuous transition probabilities with respect to the past.

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Cites work

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Cited in

(3)

• Chains with infinite connections: Uniqueness and Markov representation
• Factorization of Markov chains
• Absolute continuity of Markov chains

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