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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2010 Volume 22, Issue 3, Pages 44–62 (Mi dm1106)

This article is cited in 3 papers

The summation of Markov sequences on a finite abelian group

M. I. Rozhkov


Abstract: We investigate the conditions under which the sum of independent Markov sequences on a finite abelian group $G$ is also a simple homogeneous Markov chain on the group $G$ with some matrix of transition probabilities. The considered problems concern the well-known procedure of consolidation of states of Markov chains. In this paper we develop a method based on the reduction of the initial problem to the solution of a system of special form of nonlinear equations over group algebras. We obtain new conditions under which sums of Markov chains on an arbitrary abelian group $G=Z_m$ are Markov chains, and necessary and sufficient conditions under which a sum of independent realisations of the initial Markov chains is also a simple homogeneous Markov chain.

UDC: 519.2

Received: 13.04.2007
Revised: 15.02.2008

DOI: 10.4213/dm1106


 English version:
Discrete Mathematics and Applications, 2010, 20:5-6, 685–706

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