Continuity properties of a factor of Markov chains

DOI10.1017/JPR.2015.20zbMATH Open1337.60170arXiv1409.6168OpenAlexW2244721796MaRDI QIDQ2804426FDOQ2804426

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)

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.

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

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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)

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Cited In (3)

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

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