Aggregation and Lumping of DTMCs†
Published Online: 15 JUN 2010
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Thomas, M. U. 2010. Aggregation and Lumping of DTMCs. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 JUN 2010
Under certain conditions the state space of a discrete time Markov chain (DTMC) can be partitioned into subsets of states called lumpings, each of which can be treated as a single state of a smaller Markov chain. Such a chain is said to be “lumpable” and this article provides an overview of the conditions and methods for examining aggregated chains for lumpability.
- state aggregation;
- Markov chains;
- merged states;