On the limiting probability distribution of a transition probability tensor
نویسندگان
چکیده
منابع مشابه
On the Limiting Probability Distribution of a Transition Probability Tensor
In this paper we propose and develop an iterative method to calculate a limiting probability distribution vector of a transition probability tensor P arising from a higher-order Markov chain. In the model, the computation of such limiting probability distribution vector x can be formulated as a Z-eigenvalue problem Pxm−1 = x associated with the eigenvalue 1 of P where all the entries of x are r...
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In this paper we develop a new model and propose an iterative method to calculate stationary probability vector of a transition probability tensor arising from a higher-order Markov chain. Existence and uniqueness of such stationary probability vector are studied. We also discuss and compare the results of the new model with those by the eigenvector method for a nonnegative tensor. Numerical ex...
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ژورنال
عنوان ژورنال: Linear and Multilinear Algebra
سال: 2013
ISSN: 0308-1087,1563-5139
DOI: 10.1080/03081087.2013.777436