Title of article
New Uniqueness Conditions for the Stationary Probability Matrix of Transition Probability Tensors
Author/Authors
Wang ، Xiaoxiao Department of Mathematics - School of Mathematics and Statistics - Yunnan University , Li ، Chaoqian Department of Mathematics - School of Mathematics and Statistics - Yunnan University , Li ، Yaotang Mathematics Department - School of Mathematics and Statistics - Yunnan University
From page
2899
To page
2916
Abstract
Several new uniqueness conditions for the stationary probability matrix of transition probability tensors arising from the higher-order multivariateMarkov chains are given Numerical examples are given to demonstrate that the new results are simpler and easier to be verified than the one provided by Li et al.1025, 2019). As an application, a new convergence theorem for the power method to calculate the stationary probability matrix is given. Meanwhile, several perturbation bounds of the stationary probability matrix are obtained.
Keywords
Tensor , Stationary probability matrix , Higher , order multivariate Markov chain , Uniqueness , Perturbation
Journal title
Bulletin of the Iranian Mathematical Society
Journal title
Bulletin of the Iranian Mathematical Society
Record number
2757042
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