On the Fixed Point Probability Vector of Regular or Ergodic Transition Matrices
作者:
HenryP. Decell,
P.L. Odell,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 318
页码: 600-602
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10482932
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A simple form for the fixed point probability row vector of regular or ergodic transition matrices is developed using some of the theory of generalized matrix inversion, together with the well known existence and uniqueness of a fixed point probability row vector. The forms for both the regular and ergodic case are identical and afford the easy calculation of the fixed point without calculating powers of the transition matrix or considering the usual convergence methods.
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