When are two Markov chains the same?

DOI10.2989/16073600009485993MaRDI QIDQ2710066zbMATH OpenOpenAlexFDO

Authors E. M. Lungu, Robert Cowen

Publication date 14 August 2002

Published in Quaestiones Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2989/16073600009485993

zbMATH Keywords

block-isomorphismone-sided Markov chainsone-sided Markov shifts

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Review text

The aim of this paper is to explain to a general audience the notion of block-isomorphism of two one-sided Markov shifts. They give a simple procedure based on a criterion of \textit{R. Cowen} [Isr. J. Math. 67, No. 2, 243-250 (1989; Zbl 0744.28016)] to ascertain whether two one-sided Markov chains are block-isomorphic. An application to hydrology is investigated with an example.

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Cited in

(8)

• How often does a Harris recurrent Markov chain recur?
• On the classification of one-sided Markov chains
• Invariants for weighted digraphs under one-sided state splittings
• Regular isomorphism of Markov chains is almost topological
• The classification of one-sided Markov chains
• The weight-per-symbol polytope and scaffolds of invariants associated with Markov chains
• Isomorphisms between positive and negative -transformations
• When are two Markov chains similar?

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