On the limiting probability distribution of a transition probability tensor
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Publication:5409964
DOI10.1080/03081087.2013.777436zbMath1301.60049OpenAlexW2312974704MaRDI QIDQ5409964
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
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)
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Cites Work
- Perron-Frobenius theorem for nonnegative tensors
- Eigenvalues of a real supersymmetric tensor
- Finding the Largest Eigenvalue of a Nonnegative Tensor
- A Multilinear Singular Value Decomposition
- Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model
- Unnamed Item
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