A dual eigenvector condition for strong lumpability of Markov chains
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Publication:6207091
arXiv0710.1986MaRDI QIDQ6207091FDOQ6207091
Authors: Martin Nilsson, Olof Görnerup 
Publication date: 10 October 2007
Abstract: Necessary and sufficient conditions for identifying strong lumpability in Markov chains are presented. We show that the states in a lump necessarily correspond to identical elements in eigenvectors of the dual transition matrix. If there exist as many dual eigenvectors that respect the necessary condition as there are lumps in the aggregation, then the condition is also sufficient. The result is demonstrated with two simple examples.
Computational methods in Markov chains (60J22) Eigenvalues, singular values, and eigenvectors (15A18) Markov processes (60J99)
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