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Matrix Analysis Primer for Inhomogeneous Markov Chains
Dissertation   Open access

Matrix Analysis Primer for Inhomogeneous Markov Chains

Hung Van Le
Doctor of Philosophy (PhD), Washington State University
01/2020
Handle:
https://hdl.handle.net/2376/116722
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Abstract

Ergodic Markov chain Group inverse Stochastic matrix Exponential nonnegativity Matrix exponential Non-homogeneous Markov chain
Inhomogeneous Markov chains have transition matrices that vary in time. Our interest is to study their dynamics and probability distribution vectors as functions of time. Classical theory of nonnegative matrices, M-matrices and their association to homogeneous Markov chains is extended and adapted to study inhomogeneous Markov chains on finite state spaces.

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