On Double Stochastic Lumped Chains

Document Type : Original Article

Author

Institute of Statistical Studies & Research-Cairo University

Abstract

In this paper, the problem of aggregation Markov chains has been considered. The necessary and sufficient conditions of the transition probability matrix of the original Markov chain to be a doubly stochastic matrix when the transition probability matrix of the lumped chain was doubly stochastic have been given for lumping  Markov chain  for all (certain) partitions within isomorphic with respect to the cases (k, k+1), (k, k+2),and (2,k). also, special cases have been introduced for each case, for each partition.

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