Statistical aspects of lumpability hypotheses for Markov chains
By: by M.U. Thomas and D.R. Barr
Contributors: Barr, Donald Roy; Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1973
Place of publication: Monterey, Calif
Language: eng
Number of pages: 12
Subjects: Mathematical statistics; Markov processes
Description: 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)
Notes: Title from cover.

"December 1973"--Cover.

"NPS-55BN55T073121A "--Cover.

Author(s) subject terms: Lumpable Markov chains, Markov process with collapsable states, mergable process, Markov chains, statistical test.

Includes bibliographical references (p. 10).

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1973.