Publication:
Statistical aspects of lumpability hypotheses for Markov chains

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Authors
Thomas, Marlin Uluess
Barr, Donald Roy
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Date of Issue
1973-12
Date
1973-12
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
Under certain conditions the state space of a discrete parameter Markov Chain may be partitioned to form a smaller lumped chain that retains the Markov property. The problem of formulating lumpability hypotheses when the transition probability matrix P is not known and, hence, must be estimated is discussed. An approximate test of these hypotheses is described based on well known non-parametric methods. The procedure is illustrated by an example. (Author)
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Technical Report
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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