Aggregation of stochastic processes
نویسنده
چکیده
For a sequence of stochastic processes the aggregated process, that is a process for which the transition rates are an amalgamation of the transition rates of the processes in the sequence, is introduced. A sufficiënt condition is given, called cross-balance, a generalization of global balance to a sequence of processes, under which the equilibrium distribution of the aggregated process is shown to be the same amalgamation of the equilibrium distributions of the processes in the sequence. A number of examples are discussed including a construction method for constructing the equilibrium distribution.
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