Markov property for a function of a Markov chain: A linear algebra approach

Linear Algebra and Its Applications

Volumn 404, Issue 1-3, 2005, Pages 85-117

  Gurvits, Leonid ^a   Ledoux, James ^b,c  

^a LOS ALAMOS NATIONAL LABORATORY   (United States)

^b IRISA   (France)

^c INSA DE RENNES   (France)

Author keywords

Hidden Markov chain; kth order Markov chain; Rogers Pitman matrix

Indexed keywords

ALGORITHMS; CONTROL THEORY; FUNCTIONS; LINEAR ALGEBRA; LINEAR SYSTEMS; OBSERVABILITY; POLYNOMIALS; PROBABILITY DISTRIBUTIONS;

HIDDEN MARKOV CHAIN; KTH-ORDER MARKOV CHAIN; LUMPING; ROGERS-PITMAN MATRIX; STOCHASTIC MATRICES;

MARKOV PROCESSES;

EID: 20344378435     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.laa.2005.02.007     Document Type: Article

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