The evolution of aggregated Markov chains

DOI10.1016/J.SPL.2005.04.052MaRDI QIDQ2573253zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 7 November 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.052

zbMATH Keywords

predictionconditional probabilitystationary sequence

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1091564 (Why is no real title available?)
• A finite characterization of weak lumpable Markov processes. I: The discrete time case
• A geometric invariant in weak lumpability of finite Markov chains
• A limit theorem for partially observed Markov chains
• Aggregated Markov processes with negative exponential time interval omission
• Finite Continuous Time Markov Chains
• Functions of event variables of a random system with complete connections
• Lumpability and time reversibility in the aggregation-disaggregation method for large markov chains
• Lumpability in compartmental models
• Lumpable hidden Markov models -- model reduction and reduced complexity filtering
• On hidden Markov chains and finite stochastic systems.
• On the statistical analysis of grouped markov chains
• On weak lumpability in Markov chains
• On weak lumpability of a finite Markov chain
• State estimation for partially observed Markov chains
• Testing lumpability in Markov chains.

Cited in

(8)

• Thresholds of moving averages of stationary processes for given target significant levels
• Aggregated semi-Markov repairable systems with history-dependent up and down states
• Coding a stationary process to one with prescribed marginals
• Aggregation of Markov chains
• On regularity of functions of Markov chains
• Aggregation of Markov flows I: theory
• Performance evaluation of aggregated Markov repairable systems with multi-operating levels
• On Markov chains induced by partitioned transition probability matrices

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