Geodesic
The summation of Markov sequences on a~finite abelian group
Diskretnaya Matematika, Tome 22 (2010) no. 3, pp. 44-62

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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. 
@article{DM_2010_22_3_a4,
     author = {M. I. Rozhkov},
     title = {The summation of {Markov} sequences on a~finite abelian group},
     journal = {Diskretnaya Matematika},
     pages = {44--62},
     publisher = {mathdoc},
     volume = {22},
     number = {3},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DM_2010_22_3_a4/}
}
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M. I. Rozhkov. The summation of Markov sequences on a~finite abelian group. Diskretnaya Matematika, Tome 22 (2010) no. 3, pp. 44-62. http://geodesic.mathdoc.fr/item/DM_2010_22_3_a4/