Article ID Journal Published Year Pages File Type
4599176 Linear Algebra and its Applications 2015 12 Pages PDF
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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Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Preview
Stationary probability vectors of higher-order Markov chains
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