4.2 Article

Lumpability and commutativity of Markov processes

期刊

STOCHASTIC ANALYSIS AND APPLICATIONS
卷 24, 期 3, 页码 685-702

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TAYLOR & FRANCIS INC
DOI: 10.1080/07362990600632045

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commutativity; lumpability; Markov process

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We introduce the concepts of lumpability and commutativity of a continuous time discrete state space Markov process, and provide a necessary and sufficient condition for a lumpable Markov process to be commutative. Under suitable conditions we recover some of the basic quantities of the original Markov process from the jump chain of the lumped Markov process.

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