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This article is cited in 3 scientific papers (total in 3 papers)
The summation of Markov sequences on a finite abelian group
M. I. Rozhkov
Abstract:
We investigate the conditions under which the sum of independent Markov sequences on a finite abelian group $G$ is also a simple homogeneous Markov chain on the group $G$ with some matrix of transition probabilities. The considered problems concern the well-known procedure of consolidation of states of Markov chains. In this paper we develop a method based on the reduction of the initial problem to the solution of a system of special form of nonlinear equations over group algebras. We obtain new conditions under which sums of Markov chains on an arbitrary abelian group $G=Z_m$ are Markov chains, and necessary and sufficient conditions under which a sum of independent realisations of the initial Markov chains is also a simple homogeneous Markov chain.
Received: 13.04.2007 Revised: 15.02.2008
Citation:
M. I. Rozhkov, “The summation of Markov sequences on a finite abelian group”, Diskr. Mat., 22:3 (2010), 44–62; Discrete Math. Appl., 20:5-6 (2010), 685–706
Linking options:
https://www.mathnet.ru/eng/dm1106https://doi.org/10.4213/dm1106 https://www.mathnet.ru/eng/dm/v22/i3/p44
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Abstract page: | 364 | Full-text PDF : | 199 | References: | 40 | First page: | 13 |
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