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arXiv · 1303.3639

Stationary Probability Vectors of Higher-order Markov Chains

Chi-Kwong Li·Shixiao Zhang
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Abstract

We consider the higher-order Markov Chain, and characterize the second order Markov chains admitting every probability distribution vector as a stationary vector. The result is used to construct Markov chains of higher-order with the same property. We also study conditions under which the set of stationary vectors of the Markov chain has a certain affine dimension.

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Chi-Kwong Li, Shixiao Zhang. 2014-02-23. Stationary Probability Vectors of Higher-order Markov Chains. https://arxiv.org/abs/1303.3639

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