Anisimov, V. V.Klygunova, Y. Y.2016-02-082016-02-0820001060-0396http://hdl.handle.net/11693/24973A notion of local- and global-memory functions for discrete-type distributions is introduced by analogy with the notion of the memory for continuous-type distributions introduced in Muth's papers. In the class of PH-distributions (i.e., of distributions of the time of Markov chain exit from a subset of states) the necessary and sufficient conditions are obtained for the case where the exit time has an exponential (continuous-time) or a geometric (discrete time) distribution. A new notion of a global memory functional for decomposition of the state space of a finite Markov chain is introduced. Its properties as a measure of quality of decomposition and enlargement of a state space are studied. The asymptotic optimality is proved. © 2000 Kluwer Academic/Plenum Publishers.EnglishExit momentFinite markov chainGlobal memory functionalModel of enlargement of statesArticle10.1007/BF02732991