Quadratic stochastic processes of type (|)

MaRDI QIDQ5148254zbMATH OpenFDO

Authors B. J. Mamurov, S. S. Xudayarov, U. A. Rozikov

Publication date 1 February 2021

Full work available at URL https://arxiv.org/abs/2004.01702, http://math-mprf.org/journal/articles/id1601/

zbMATH Keywords

cubic matrixKolmogorov-Chapman equationquadratic stochastic dynamics

Mathematics Subject Classification ID

Stochastic matrices (15B51) Generation, random and stochastic difference and differential equations (37H10) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: We construct quadratic stochastic processes (QSP) (also known as Markov processes of cubic matrices) in continuous and discrete times. These are dynamical systems given by (a fixed type, called $sigma$) stochastic cubic matrices satisfying an analogue of Kolmogorov-Chapman equation (KCE) with respect to a fixed multiplications (called $mu$) between cubic matrices. The existence of a stochastic (at each time) solution to the KCE provides the existence of a QSP called a QSP of type $(sigma|mu)$. In this paper, our aim is to construct and study trajectories of QSPs for specially chosen notions of stochastic cubic matrices and a wide class of multiplications of such matrices (known as Maksimov's multiplications).

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Cited in

(9)

• Quadratic non-stochastic operators: examples of splitted chaos
• On marginal processes of quadratic stochastic processes
• Markov processes of cubic stochastic matrices: quadratic stochastic processes
• On the quadratic convergence of the Aitken ^2 process
• Cubic Stochastic Matrices and Their Probability Interpretation
• A note on general quadratic forms of nonstationary stochastic processes
• Classification in chains of three-dimensional real evolution algebras
• A convex combination of two quadratic stochastic operators acting in the \(2D\) simplex
• On some regularity properties of quadratic stochastic processes

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