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Stationary Probability Vectors of the Second Order Markov Chains

Stationary Probability Vectors of the Second Order Markov Chains
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摘要 The stationary probability vectors of a second order Markov chain on the(n-1)-dimensional standard simplex are considered.In 2015,Li and Zhang gave a characterization of the second order Markov chain such that every vector in the simplex is a stationary vector.A modification of the characterization is presented in the paper.Some sufficient conditions are derived for any facet of the simplex such that every vector of the facet is a stationary vector. The stationary probability vectors of a second order Markov chain on the(n-1)-dimensional standard simplex are considered.In 2015,Li and Zhang gave a characterization of the second order Markov chain such that every vector in the simplex is a stationary vector.A modification of the characterization is presented in the paper.Some sufficient conditions are derived for any facet of the simplex such that every vector of the facet is a stationary vector.
作者 邓爱平 曲志强 马红彩 弓晓月 DENG Aiping;QU Zhiqiang;MA Hongcai;GONG Xiaoyue(Collage of Science,Donghua University,Shanghai 201620,China)
机构地区 Collage of Science
出处 《Journal of Donghua University(English Edition)》 EI CAS 2019年第6期580-585,共6页 东华大学学报(英文版)
基金 National Natural Science Foundation of China(Nos.11671258 11371086)
关键词 second order MARKOV chain STATIONARY PROBABILITY vector SIMPLEX MARKOV operator FACET second order Markov chain stationary probability vector simplex Markov operator facet
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