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Volumn 34, Issue 4, 1997, Pages 847-858

A geometric invariant in weak lumpability of finite Markov chains

Author keywords

Positive invariance of cones; States aggregation

Indexed keywords

GEOMETRY; MATRIX ALGEBRA; PROBABILITY; SPECTRUM ANALYSIS; STATE SPACE METHODS;

EID: 0031295098     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200101561     Document Type: Article
Times cited : (11)

References (11)
  • 1
    • 0020179285 scopus 로고
    • Weak lumpability in finite Markov chains
    • ABDEL-MONEIM, A. M. AND LEYSIEFFER, F. W. (1982) Weak lumpability in finite Markov chains. J. Appl. Prob. 19, 685-691.
    • (1982) J. Appl. Prob. , vol.19 , pp. 685-691
    • Abdel-Moneim, A.M.1    Leysieffer, F.W.2
  • 2
    • 0021493661 scopus 로고
    • Lumpability for non-irreducible finite Markov chains
    • ABDEL-MONEIM, A. M. AND LEYSIEFFER, F. W. (1984) Lumpability for non-irreducible finite Markov chains. J. Appl. Prob. 21, 567-574.
    • (1984) J. Appl. Prob. , vol.21 , pp. 567-574
    • Abdel-Moneim, A.M.1    Leysieffer, F.W.2
  • 4
    • 21344479789 scopus 로고
    • Exact and ordinary lumpability in finite Markov chains
    • BUCHHOLZ, P. (1994) Exact and ordinary lumpability in finite Markov chains. J. Appl. Prob. 31, 59-75.
    • (1994) J. Appl. Prob. , vol.31 , pp. 59-75
    • Buchholz, P.1
  • 6
    • 38249002858 scopus 로고
    • A necessary condition for weak lumpability
    • LEDOUX, J. (1993) A necessary condition for weak lumpability. Operat. Res. Lett. 13, 165-168.
    • (1993) Operat. Res. Lett. , vol.13 , pp. 165-168
    • Ledoux, J.1
  • 8
    • 21844510454 scopus 로고
    • Exact aggregation of absorbing Markov processes using quasi-stationary distribution
    • LEDOUX, J., RUBINO G. AND SERICOLA, B. (1994) Exact aggregation of absorbing Markov processes using quasi-stationary distribution. J. Appl. Prob. 31, 626-634.
    • (1994) J. Appl. Prob. , vol.31 , pp. 626-634
    • Ledoux, J.1    Rubino, G.2    Sericola, B.3
  • 9
    • 0030139290 scopus 로고
    • On weak lumpability of a finite Markov chain
    • PENG, N. (1995) On weak lumpability of a finite Markov chain. Statist. Prob. Lett. 27, 313-318.
    • (1995) Statist. Prob. Lett. , vol.27 , pp. 313-318
    • Peng, N.1
  • 10
    • 0001203687 scopus 로고
    • A finite characterization of weak lumpable Markov processes. Part I: The discrete time case
    • RUBINO, G. AND SERICOLA, B. (1991) A finite characterization of weak lumpable Markov processes. Part I: the discrete time case. Stoch. Proc. Appl. 38, 195-204.
    • (1991) Stoch. Proc. Appl. , vol.38 , pp. 195-204
    • Rubino, G.1    Sericola, B.2
  • 11
    • 0021594295 scopus 로고
    • Aggregation methods for large Markov chains
    • ed. G. Iazeolla, P. J. Courtois and A. Hordijk. Elsevier, Amsterdam
    • SCHWEITZER, P. J. (1984) Aggregation methods for large Markov chains. In Mathematical Computer Performance and Reliability. ed. G. Iazeolla, P. J. Courtois and A. Hordijk. Elsevier, Amsterdam.
    • (1984) Mathematical Computer Performance and Reliability
    • Schweitzer, P.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.