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• W2314009855 abstract "We consider lumpability for continuous-time Markov chains and provide a simple probabilistic proof of necessary and sufficient conditions for strong lumpability, valid in circumstances not covered by known theory. We also consider the following marginalisability problem. Let { X { t )} = {( X 1 ( t ), X 2 ( t ), · ··, X m ( t ))} be a continuous-time Markov chain. Under what conditions are the marginal processes { X 1 ( t )}, { X 2 ( t )}, · ··, { X m ( t )} also continuous-time Markov chains? We show that this is related to lumpability and, if no two of the marginal processes can jump simultaneously, then they are continuous-time Markov chains if and only if they are mutually independent. Applications to ion channel modelling and birth–death processes are discussed briefly." @default.
• W2314009855 created "2016-06-24" @default.
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• W2314009855 date "1993-09-01" @default.
• W2314009855 modified "2023-10-18" @default.
• W2314009855 title "Lumpability and marginalisability for continuous-time Markov chains" @default.
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• W2314009855 doi "https://doi.org/10.2307/3214762" @default.
• W2314009855 hasPublicationYear "1993" @default.
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