Journal
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Volume 23, Issue 6, Pages 972-988Publisher
WILEY
DOI: 10.1002/nla.2063
Keywords
higher-order Markov chains; transition probability tensor; stationary probability distribution; tensor product
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In this paper, first we introduce a new tensor product for a transition probability tensor originating from a higher-order Markov chain. Subsequently, some properties of the new tensor product are explained, and its relationship with the stationary probability vector is studied. Also, similarity between results obtained by this new product and the first-order case is shown. Furthermore, we prove the convergence of a transition probability tensor to the stationary probability vector. Finally, we show how to achieve a stationary probability vector with some numerical examples and make some comparison between the proposed method and another existing method for obtaining stationary probability vectors. Copyright (c) 2016 John Wiley & Sons, Ltd.
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