Consider a Markov chain $X\_n$ taking values in finite countable set $\mathcal{X}$ with transition matrix $P$. Consider a function $f:\mathcal{X}\to\mathcal{Y}$ inducing a partition $\mathcal{Y}=\{\mathcal{X}\_{[i]}\}$. Then, the process $Y\_n = f(X\_n)$ is Markov if, given any two elements of the partition $\mathcal{X\_{[k]}}$ and $\mathcal{X\_{[\ell]}}$ it holds


$$\sum\_{z\in\mathcal{X\_{[\ell]}}}P(x\to z)=\sum\_{z\in\mathcal{X}\_{[\ell]}}P(x'\to z),\ \text{for all}\ x,x'\in \mathcal{X}\_{[k]}.$$


I would like to know if there exists a comprehensive reference on the properties preserved under this type of reduction/coarsening of the state space, which is usually called lumping or projection.


I am particularly interested to this in relationship to particle systems with finite state space and coupling techniques for such systems, but if there's anything more general or on different type of spaces that would be welcome as well.



Comprehensive reference for lumped or projected markov chains
The question of what properties are preserved has attracted a lot of attention in dynamics. I think the state of the art is by Mark Piraino, see 'projection of Gibbs states for Hölder potentials.'


If you care only about starting with a Markov system then probably work of Chazottes and Ugalde is more direct.


Sorry for answering your question two years late...


