LUMPABILITY AND WEAK LUMPABILITY IN FINITE MARKOV CHAINS
Consider a Markov chain x(t), t = 0, 1, 2, ..., with a finite state space, N = {1, 2, ..., n}, transition probability matrix P = (p(,ij)) i, j (epsilon) N, and an initial probability vector V = (v(,i)) i (epsilon) N. For m (LESSTHEQ) n let A = {A(,1), A(,2), ..., A(,m)} be a partition on the set N....
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http://purl.flvc.org/fsu/lib/digcoll/etd/3084860 |