Stationary probability vectors of higher-order two-dimensional symmetric transition probability tensors
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Publication:5149528
Abstract: In this paper we investigate stationary probability vectors of higher-order two-dimensional symmetric transition probability tensors. We show that there are two special symmetric transition probability tensors of order dimension 2, which have and only have two stationary probability vectors; and any other symmetric transition probability tensor of order dimension 2 has a unique stationary probability vector. As a byproduct, we obtain that any symmetric transition probability tensor of order dimension 2 has a unique positive stationary probability vector; and that any symmetric irreducible transition probability tensor of order dimension 2 has a unique stationary probability vector.
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Cited in
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- An SDP relaxation method for Perron pairs of a nonnegative tensor
- Second order Markov chains with finite vectors known stationary
- Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector.
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- Counterexamples to the conjecture on stationary probability vectors of the second-order Markov chains
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- On the limiting probability distribution of a transition probability tensor
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- On the uniqueness of the stationary probability matrix of transition probability tensors
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- Ever-reaching probabilities and mean first passage times of higher order ergodic Markov chains
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- On limiting probability distributions of higher order Markov chains
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