2025/06/10 by Lixing Han, Jianhong Xu, XU Jian-hong +2 · 2 citations
Business, Management and Accounting · Computer Science · Mathematics · Physics and Astronomy · #Additive Markov chain #Advanced Queuing Theory Analysis #Bayesian Methods and Mixture Models #Complement (music) #Data Management and Algorithms #Data Mining Algorithms and Applications #Limiting #Markov Chains and Monte Carlo Methods #Markov chain #Markov chain mixing time #Markov process #Markov property #Order (exchange) #Probability density function #Probability distribution #Probability measure #Theoretical and Computational Physics
paper · pdf · doi:10.1080/03081087.2026.2646943
published in Linear and Multilinear Algebra 74(6), 1-17 (Taylor & Francis)
openalex publication_date 2026/03/19 · openalex created_date 2026/03/20 · openalex updated_date 2026/03/20
The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behaviour. In this paper, for a higher order Markov chain, we establish some properties related to its exact limiting probability distribution, including a sufficient condition for the existence of such a distribution. Our results extend the corresponding conclusions on first order chains. Besides, they complement the existing results concerning higher order chains which rely on approximation schemes or two-phase power iterations. Several illustrative example are also given.