Aggregation and Lumping of DTMCs
Marlin U. Thomas · Wiley Encyclopedia of Operations Research and Management Science · 2010
Abstract Under certain conditions the state space of a discrete time Markov chain (DTMC) can be partitioned into subsets of states called lumpings , each of which can be treated as a single state of a smaller Markov chain. Such a chain is said to be “lumpable” and this article provides an overview of the conditions and methods for examining aggregated chains for lumpability.