On Markov chains induced by partitioned transition probability matrices

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چکیده

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ar X iv : 0 90 7 . 45 02 v 1 [ m at h . PR ] 2 6 Ju l 2 00 9 On Markov chains induced by partitioned transition probability matrices

Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P , then we call M a partition of P . Let K denote the set of probability vectors on S. To every partition M of P we can associate a transition probability function PM on K defined in such a way that if p ∈ K and M ...

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ژورنال

عنوان ژورنال: Acta Mathematica Sinica, English Series

سال: 2010

ISSN: 1439-8516,1439-7617

DOI: 10.1007/s10114-010-9696-9