Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector.
DOI10.1002/NLA.2063zbMATH Open1413.15047OpenAlexW2514754763MaRDI QIDQ2955992FDOQ2955992
Authors: Hassan Bozorgmanesh, Masoud Hajarian 
Publication date: 13 January 2017
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.2063
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Multilinear algebra, tensor calculus (15A69) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
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- A Markov Chain Approach to Baseball
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Cited In (16)
- On classification of states in higher order Markov chains
- Interval tensors and their application in solving multi-linear systems of equations
- Triangular decomposition of CP factors of a third-order tensor with application to solving nonlinear systems of equations
- Second order Markov chains with finite vectors known stationary
- Tensor Bi-CR Methods for Solutions of High Order Tensor Equation Accompanied by Einstein Product
- Birkhoff-von Neumann theorem and decomposition for doubly stochastic tensors
- Ever-reaching probabilities and mean first passage times of higher order ergodic Markov chains
- Ergodicity Coefficients for Higher-Order Stochastic Processes
- Improved uniqueness conditions of solution for multilinear pagerank and its application
- Higher order ergodic Markov chains and first passage times
- Tensor approach to mixed high-order moments of absorbing Markov chains
- Stationary Probability Vectors of Higher-Order Two-Dimensional Symmetric Transition Probability Tensors
- Developing iterative algorithms to solve Sylvester tensor equations
- Solving tensor E-eigenvalue problem faster
- Conjugate gradient-like methods for solving general tensor equation with Einstein product
- Solving coupled tensor equations via higher order LSQR methods
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