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Strong lumpability (∑j∈C​pij​=∑j∈C​pi′j​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Markov process Markov chain
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A partition of a Markov chain state space is strongly lumpable when, for every target block C, the sum ∑j∈C​pij​ is identical for all source states i in a given source block. These sums define the transition matrix of the block-valued Markov chain, independently of the initial law. Failure of this condition means the projection is not guaranteed to be a homogeneous Markov chain for every initial law, although special initial laws may still produce a Markov process.

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / ib / Paper 4 / 9H / b / ii / Solution

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