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On weak lumpability of a finite Markov chain

✍ Scribed by Nan-Fu Peng


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
257 KB
Volume
27
Category
Article
ISSN
0167-7152

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πŸ“œ SIMILAR VOLUMES


On the Markov property of a finite hidde
✍ Peter Spreij πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 119 KB

In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.