Stationary probability vectors of higher-order Markov chains

DOI10.1016/j.laa.2014.03.043zbMath1391.60176arXiv1303.3639OpenAlexW2964020070MaRDI QIDQ2341882

Chi-Kwong Li, Shixiao Zhang

Publication date: 6 May 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.3639

zbMATH Keywords

transition probability tensorhigher-order Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69)

Related Items (18)

Ergodicity Coefficients for Higher-Order Stochastic Processes ⋮ Higher order ergodic Markov chains and first passage times ⋮ On surjective second order non-linear Markov operators and associated nonlinear integral equations ⋮ Ergodicity of non-homogeneous \(\mathbf{p}\)-majorizing quadratic stochastic operators ⋮ Projective surjectivity of quadratic stochastic operators on \(L^1\) and its application ⋮ Counterexamples to the conjecture on stationary probability vectors of the second-order Markov chains ⋮ Tristochastic operations and products of quantum states ⋮ Some inequalities on the spectral radius of nonnegative tensors ⋮ Second order Markov chains with finite vectors known stationary ⋮ On classification of states in higher order Markov chains ⋮ Ever-reaching probabilities and mean first passage times of higher order ergodic Markov chains ⋮ Stationary Probability Vectors of Higher-Order Two-Dimensional Symmetric Transition Probability Tensors ⋮ On regularity of diagonally positive quadratic doubly stochastic operators ⋮ Ergodicities of infinite dimensional nonlinear stochastic operators ⋮ On non-linear Markov operators: surjectivity vs orthogonal preserving property ⋮ Infinite dimensional orthogonality preserving nonlinear Markov operators ⋮ Ergodicity of $p$-majorizing nonlinear Markov operators on the finite dimensional space ⋮ Birkhoff-von Neumann theorem and decomposition for doubly stochastic tensors

Cites Work

• Markov chains: models, algorithms and applications
• Perron-Frobenius theorem for nonnegative tensors
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
• Perron-Frobenius theorem for nonnegative multilinear forms and extensions
• Eigenvalues of a real supersymmetric tensor
• Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model
• A Matrix Solution to the Inverse Perron-Frobenius Problem
• On the limiting probability distribution of a transition probability tensor
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