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The lumpability property for a family of Markov chains on poset block structures
Authors:Daniele DʼAngeli  Alfredo Donno
Institution:1. Departamento de Matemática, Universidade de Trás-os-Montes e Alto Douro, Quinta do Prado, Vila Real 5001-801, Portugal;2. Dipartimento di Scienze di Base e Applicate per l?Ingegneria, Sezione di Matematica, Sapienza Università di Roma, Via A. Scarpa, 16, 00161 Roma, Italy
Abstract:We construct different classes of lumpings for a family of Markov chain products which reflect the structure of a given finite poset. We essentially use combinatorial methods. We prove that, for such a product, every lumping can be obtained from the action of a suitable subgroup of the generalized wreath product of symmetric groups, acting on the underlying poset block structure, if and only if the poset defining the Markov process is totally ordered, and one takes the uniform Markov operator in each factor state space. Finally we show that, when the state space is a homogeneous space associated with a Gelfand pair, the spectral analysis of the corresponding lumped Markov chain is completely determined by the decomposition of the group action into irreducible submodules.
Keywords:06A07  20B25  20E22  43A85  60J10
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