Finding Stationary Probability Vector of a Transition Probability Tensor Arising from a Higher-order Markov Chain

Abstract

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… (More)

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