Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
Copyright policy )Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
Summary: We study the connection between matrix measures and random walks with a block tridiagonal transition matrix. We derive sufficient conditions such that the blocks of the \(n\)-step block tridiagonal transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued spectral measure. Several stochastic properties of the processes are characterized by means of this matrix measure. In many cases this measure is supported in the interval \([-1,1]\). The results are illustrated by several examples including random walks on a grid and the embedded chain of a queuing system.
- Ruhr University Bochum Germany
Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis, Markov chains (discrete-time Markov processes on discrete state spaces)
Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis, Markov chains (discrete-time Markov processes on discrete state spaces)
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).44 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!