Test of homogeneity for transition probabilities in panel Markov chains
نویسندگان
چکیده
منابع مشابه
Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains
In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the theoretical ideas. The examples studied in this paper are: the Ising model, the Potts model and the Blum...
متن کاملStationary Probabilities of Markov Chains with Upper Hessenberg Transition Matrices
In this paper, based on probabilistic arguments, we obtain an explicit solution of the stationary distribution for a discrete time Markov chain with an upper Hessenberg time stationary transition probability matrix. Our solution then leads to a numerically stable and efficient algorithm for computing stationary probabilities. Two other expressions for the stationary distribution are also derive...
متن کاملStationary Probabilities of Markov Chains
In this paper, based on probabilistic arguments, we obtain an explicit solution of the stationary distribution for a discrete time Markov chain with an upper Hessenberg time stationary transition probability matrix. Our solution then leads to a numerically stable and eecient algorithm for computing stationary probabilities. Two other expressions for the stationary distribution are also derived,...
متن کاملIntegral Representations for Markov Transition Probabilities
The following results (and one or two others like them) are proved in [3]; the continuous-parameter analogues will appear in [4] and some applications will be discussed in [5]. The proofs are based on Sz.-Nagy's group of theorems [9] which show how a discreteor continuous-parameter semigroup of contraction operators on Hilbert space can be "dilated" to a similar semigroup (actually a group) of ...
متن کاملMetabasins or a State Space Aggregation for Finite Markov Chains with exponentially small Transition Probabilities
The present work is devoted to a phenomenon known from physics and chemistry that is hitherto studied only by means of computer simulations and neither there nor in mathematics rigorously defined: the notion of metabasins. Metabasins are a partition of the state space of certain physical systems according to specific aggregation rules along a given finite simulation path. The main challenge of ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Korean Journal of Applied Statistics
سال: 2017
ISSN: 1225-066X
DOI: 10.5351/kjas.2017.30.1.147