A geometric invariant in weak lumpability of finite Markov chains

DOI10.2307/3215001MaRDI QIDQ4376507zbMATH OpenOpenAlexFDO

Authors James Ledoux

Publication date 3 November 1998

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

Full work available at URL https://doi.org/10.2307/3215001

zbMATH Keywords

positive invariance of conesstates aggregation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Positive matrices and their generalizations; cones of matrices (15B48)

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Cited in

(7)

• Geometric reduction for identity testing of reversible Markov chains
• Markov property for a function of a Markov chain: A linear algebra approach
• Geometric aspects of data-processing of Markov chains
• The lumpability property for a family of Markov chains on poset block structures
• The evolution of aggregated Markov chains
• Comparison and aggregation of max-plus linear systems
• Linear dynamics for the state vector of Markov chain functions

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