A necessary condition for weak lumpability in finite Markov processes
Ledoux, James
HAL, hal-00852842 / Harvested from HAL
Text on HAL
Under certain conditions, the state space of a homogeneous Markov process can be partitionned to construct an aggregated Markovian process. However, the verification of these conditions requires expensive computations. In this note, we expose a necessary condition for having a Markovian aggregated process. This conditions is based on properties of the eigenvalues of certain submatrices of the transition rate matrix of the original Markov process.
Publié le : 1993-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [INFO.INFO-PF]Computer Science [cs]/Performance [cs.PF],  [INFO.INFO-RO]Computer Science [cs]/Operations Research [cs.RO] 
@article{hal-00852842,
     author = {Ledoux, James},
     title = {A necessary condition for weak lumpability in finite Markov processes},
     journal = {HAL},
     volume = {1993},
     number = {0},
     year = {1993},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00852842}
}

Ledoux, James. A necessary condition for weak lumpability in finite Markov processes. HAL, Tome 1993 (1993) no. 0, . http://gdmltest.u-ga.fr/item/hal-00852842/