Stationary probability vectors of higher-order Markov chains
From MaRDI portal
Publication:2341882
DOI10.1016/j.laa.2014.03.043zbMath1391.60176arXiv1303.3639OpenAlexW2964020070MaRDI QIDQ2341882
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
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69)
Related Items
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item