Testing lumpability in Markov chains
โ
Robert W. Jernigan; Robert H. Baran
๐
Article
๐
2003
๐
Elsevier Science
๐
English
โ 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.