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The summation of Markov sequences on a finite abelian group

  • M. I. Rozhkov
Published/Copyright: January 7, 2011
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Discrete Mathematics and Applications
From the journal Volume 20 Issue 5-6

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 = Zm 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.

Received: 2007-04-13
Revised: 2008-02-15
Published Online: 2011-01-07
Published in Print: 2010-December

© de Gruyter 2010

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