On weak lumpability of a finite Markov chain
| dc.citation.epage | 318 | en_US |
| dc.citation.issue | 4 | en_US |
| dc.citation.spage | 313 | en_US |
| dc.citation.volume | 27 | en_US |
| dc.citation.woscount | 2 | |
| dc.contributor.author | Peng, NF | en_US |
| dc.contributor.department | 統計學研究所 | zh_TW |
| dc.contributor.department | Institute of Statistics | en_US |
| dc.date.accessioned | 2014-12-08T15:02:42Z | |
| dc.date.available | 2014-12-08T15:02:42Z | |
| dc.date.issued | 1996-05-01 | en_US |
| dc.description.abstract | An irreducible and homogeneous Markov chain with finite state space is considered. Under a mild condition Gamma on the transition probability matrix, a necessary and sufficient condition for weak lumpability, and the characterization of the set of initial starting vectors which make it lumpable are obtained. A similar result is obtained for those transition probability matrices without the restriction of condition Gamma. | en_US |
| dc.identifier.doi | 10.1016/0167-7152(95)00091-7 | en_US |
| dc.identifier.issn | 0167-7152 | en_US |
| dc.identifier.journal | STATISTICS & PROBABILITY LETTERS | en_US |
| dc.identifier.uri | http://dx.doi.org/10.1016/0167-7152(95)00091-7 | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/1338 | |
| dc.identifier.wosnumber | WOS:A1996UH49400004 | |
| dc.language.iso | en_US | en_US |
| dc.subject | Markov chain | en_US |
| dc.subject | weak lumpability | en_US |
| dc.title | On weak lumpability of a finite Markov chain | en_US |
| dc.type | Article | en_US |