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
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
