Testing lumpability in Markov chains
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Robert W. Jernigan; Robert H. Baran
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Article
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2003
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Elsevier Science
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English
β 203 KB
The chi-squared test of Markov chain lumpability is shown to operate reliably under a corrected derivation of the degrees of freedom. The test is used to screen out lumping schemes that corrupt the Markov property and give rise to higher order dependence.