On the limiting probability distribution of a transition probability tensor
DOI10.1080/03081087.2013.777436zbMATH Open1301.60049OpenAlexW2312974704MaRDI QIDQ5409964FDOQ5409964
Authors: Wen Li, Michael Ng
Publication date: 15 April 2014
Published in: Linear and Multilinear Algebra (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03081087.2013.777436
Recommendations
- Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector.
- Higher-order power methods with momentum for solving the limiting probability distribution vector of higher-order Markov chains
- New uniqueness conditions for the stationary probability matrix of transition probability tensors
- Stationary probability vectors of higher-order two-dimensional symmetric transition probability tensors
- The perturbation bound for the Perron vector of a transition probability tensor.
iterative methodtransition probability tensor\(Z\)-eigenvaluehigher-order Markov chainsnon-negative tensorlimiting probability distribution vector
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Generalized stochastic processes (60G20) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
- Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model
- Title not available (Why is that?)
- A Multilinear Singular Value Decomposition
- Eigenvalues of a real supersymmetric tensor
- Finding the largest eigenvalue of a nonnegative tensor
- Perron-Frobenius theorem for nonnegative tensors
Cited In (92)
- An eigenvalue problem for even order tensors with its applications
- Pseudospectra localizations for generalized tensor eigenvalues to seek more positive definite tensors
- The Spacey Random Walk: A Stochastic Process for Higher-Order Data
- A trust region algorithm for computing extreme eigenvalues of tensors
- Further results for \(Z\)-eigenvalue localization theorem for higher-order tensors and their applications
- Ergodicity of non-homogeneous \(\mathbf{p}\)-majorizing quadratic stochastic operators
- Eigenvalue bounds of third-order tensors via the minimax eigenvalue of symmetric matrices
- A modified Newton method for the quadratic vector equation arising in Markovian binary trees
- A new preconditioner of the tensor splitting iterative method for solving multi-linear systems with \(\mathcal{M}\)-tensors
- A modified Newton method for multilinear PageRank
- Markov chains with memory, tensor formulation, and the dynamics of power iteration
- Random walks and diffusion on networks
- Convergence of a second order Markov chain
- The least-squares solution with the least norm to a system of tensor equations over the quaternion algebra
- Second order Markov chains with finite vectors known stationary
- Upper bounds for the spectral radii of nonnegative tensors
- On the spectral problem for trivariate functions
- Real eigenvalues of nonsymmetric tensors
- Birkhoff-von Neumann theorem and decomposition for doubly stochastic tensors
- Primitive tensors and directed hypergraphs
- Continuation methods for computing Z-/H-eigenpairs of nonnegative tensors
- An adaptive gradient method for computing generalized tensor eigenpairs
- Two \(S\)-type \( Z\)-eigenvalue inclusion sets for tensors
- Characterization of extreme points of multi-stochastic tensors
- Numerical ranges of tensors
- Some bounds for \(H\)-eigenpairs and \(Z\)-eigenpairs of a tensor
- Tensor \(Z\)-eigenvalue complementarity problems
- Perron vector analysis for irreducible nonnegative tensors and its applications
- Ergodicity Coefficients for Higher-Order Stochastic Processes
- Ergodicity of $p$-majorizing nonlinear Markov operators on the finite dimensional space
- The general solution to a system of coupled Sylvester-type quaternion tensor equations involving \(\eta\)-Hermicity
- \(Z\)-eigenvalue exclusion theorems for tensors
- Generalized tensor eigenvalue problems
- \(Z\)-eigenpair bounds for an irreducible nonnegative tensor
- Computing tensor \(Z\)-eigenvectors with dynamical systems
- A new preconditioned SOR method for solving multi-linear systems with an \(\mathcal{M} \)-tensor
- The tensor splitting with application to solve multi-linear systems
- Some bounds for the spectral radius of nonnegative tensors
- Numerical study on Moore-Penrose inverse of tensors via Einstein product
- Markov decision processes with dynamic transition probabilities: an analysis of shooting strategies in basketball
- Generalized tensor equations with leading structured tensors
- Uniqueness and perturbation bounds for sparse non-negative tensor equations
- Ergodicities of infinite dimensional nonlinear stochastic operators
- Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector.
- Tristochastic operations and products of quantum states
- Vector Aitken extrapolation method for multilinear PageRank computations
- An iterative algorithm based on strong \(\mathcal{H} \)-tensors for identifying positive definiteness of irreducible homogeneous polynomial forms
- Unit-sphere games
- A general preconditioner accelerated SOR-type iterative method for multi-linear systems with \(\mathcal{Z}\)-tensors
- A \(C\)-eigenvalue problem for tensors with applications to higher-order multivariate Markov chains
- On the uniqueness of the positive Z-eigenvector for nonnegative tensors
- Fast computation of stationary joint probability distribution of sparse Markov chains
- Some bounds for the \(Z\)-eigenpair of nonnegative tensors
- Stationary probability vectors of higher-order Markov chains
- New uniqueness conditions for the stationary probability matrix of transition probability tensors
- A new estimate for the spectral radius of nonnegative tensors
- Some upper bounds on \(Z_t\)-eigenvalues of tensors
- On the estimates of the \(\mathcal{Z}\)-eigenpair for an irreducible nonnegative tensor
- Brauer-type upper bounds for \(Z\)-spectral radius of weakly symmetric nonnegative tensors
- Numerical ranges of even-order tensor
- On the uniqueness of the \(Z_1\)-eigenvector of transition probability tensors
- On regularity of diagonally positive quadratic doubly stochastic operators
- A refined bound for the Z1-spectral radius of tensors
- A modified Newton iteration for finding nonnegative \(Z\)-eigenpairs of a nonnegative tensor
- A new preconditioned AOR method for solving multi-linear systems
- Projective surjectivity of quadratic stochastic operators on \(L^1\) and its application
- Higher-order power methods with momentum for solving the limiting probability distribution vector of higher-order Markov chains
- Stationary probability vectors of higher-order two-dimensional symmetric transition probability tensors
- An SDP relaxation method for Perron pairs of a nonnegative tensor
- On classification of states in higher order Markov chains
- Truncated and sparse power methods with partially updating for large and sparse higher-order PageRank problems
- Generalized eigenvalue for even order tensors via Einstein product and its applications in multilinear control systems
- Nonlinear Perron--Frobenius Theorems for Nonnegative Tensors
- The MFPIO iteration and the FPMPE method for multilinear PageRank computations
- Novel accelerated methods of tensor splitting iteration for solving multi-systems
- Ever-reaching probabilities and mean first passage times of higher order ergodic Markov chains
- Title not available (Why is that?)
- The relation between a tensor and its associated semi-symmetric form
- Improved uniqueness conditions of solution for multilinear pagerank and its application
- Higher order ergodic Markov chains and first passage times
- Z-eigenvalue localization sets for tensors and the applications in rank-one approximation and quantum entanglement
- A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor
- Slice tensor splitting method for solving tensor equation
- Generalized Cesàro tensor and it's properties
- A sufficient condition for a unique invariant distribution of a higher-order Markov chain
- Multilinear PageRank: uniqueness, error bound and perturbation analysis
- Extrapolation methods for multilinear PageRank
- Exclusion sets in the \(S\)-type eigenvalue localization sets for tensors
- Some new inclusion sets for eigenvalues of tensors with application
- An adaptive cubic regularization algorithm for computing H- and Z-eigenvalues of real even-order supersymmetric tensors
- Multi-linear pseudo-PageRank for hypergraph partitioning
- A residual-based error bound for the multilinear PageRank vector
This page was built for publication: On the limiting probability distribution of a transition probability tensor
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5409964)