论文信息 - Testing Lumpability in Markov Chains

Testing Lumpability in Markov Chains

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.

Robert Jernigan | R. Jernigan

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