Article ID: | iaor1990623 |
Country: | Israel |
Volume: | 26 |
Issue: | 3 |
Start Page Number: | 1 |
End Page Number: | 7 |
Publication Date: | Sep 1989 |
Journal: | Journal of Applied Probability |
Authors: | Rubino Gerardo, Sericola Bruno. |
The authors analyse the conditions under which the aggregated process constructed from an homogeneous Markov chain over a given partition of the state space is also Markov homogeneous. The past work on the subject is revised and new properties are obtained.