Lumpability and marginalisability for continuous-time Markov chains
From MaRDI portal
Publication:4274445
Recommendations
Cited in
(21)- scientific article; zbMATH DE number 3881614 (Why is no real title available?)
- Lumpability for uncertain continuous-time Markov chains
- On the Markov property of a finite hidden Markov chain
- A note on independence copula for conditional Markov chains
- Similar States in Continuous-Time Markov Chains
- Stochastic models for ion channels: Introduction and bibliography
- Characterization of exact lumpability for vector fields on smooth manifolds
- On weak lumpability of denumerable Markov chains
- Lumpability and Commutativity of Markov Processes
- Optimal state-space lumping in Markov chains
- A transformation of Markov jump processes and applications in genetic study
- Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains
- Markov property for a function of a Markov chain: A linear algebra approach
- A SUCCESSIVE LUMPING PROCEDURE FOR A CLASS OF MARKOV CHAINS
- scientific article; zbMATH DE number 4076240 (Why is no real title available?)
- Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains
- State space splitting of a finite markov process and some discussions on related counting processes
- Conditional Markov chains: properties, construction and structured dependence
- An EM algorithm for continuous-time bivariate Markov chains
- Dynamical coupling between Ising and FK percolation
- Weighted lumpability on Markov chains
This page was built for publication: Lumpability and marginalisability for continuous-time Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4274445)