Testing lumpability in Markov chains

✍ Scribed by Robert W. Jernigan; Robert H. Baran

• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 203 KB
• Volume: 64
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(03)00126-3

✦ Synopsis

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.