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Article: A note on the stationary property of high-dimensional Markov chain models
Title | A note on the stationary property of high-dimensional Markov chain models |
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Authors | |
Keywords | High-order Markov chain Multivariate Stationary distribution |
Issue Date | 2011 |
Publisher | Academic Publications. The Journal's web site is located at http://www.uctm.edu/~jmath/IJPAM |
Citation | International Journal Of Pure And Applied Mathematics, 2011, v. 66 n. 3, p. 321-330 How to Cite? |
Abstract | High-dimensional Markov chain models have found many practical applications in management science, data mining, risk management and computational biology. The stationary distribution of a Markov chain model is important for describing the long run behavior of the system. In this paper, we consider some popular high-dimensional Markov chain models and study their stationary property. © 2011 Academic Publications. |
Persistent Identifier | http://hdl.handle.net/10722/142365 |
ISSN | 2019 SCImago Journal Rankings: 0.142 |
References |
DC Field | Value | Language |
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dc.contributor.author | Zhu, DM | en_HK |
dc.contributor.author | Ching, WK | en_HK |
dc.date.accessioned | 2011-10-28T02:44:18Z | - |
dc.date.available | 2011-10-28T02:44:18Z | - |
dc.date.issued | 2011 | en_HK |
dc.identifier.citation | International Journal Of Pure And Applied Mathematics, 2011, v. 66 n. 3, p. 321-330 | en_HK |
dc.identifier.issn | 1311-8080 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/142365 | - |
dc.description.abstract | High-dimensional Markov chain models have found many practical applications in management science, data mining, risk management and computational biology. The stationary distribution of a Markov chain model is important for describing the long run behavior of the system. In this paper, we consider some popular high-dimensional Markov chain models and study their stationary property. © 2011 Academic Publications. | en_HK |
dc.language | eng | en_US |
dc.publisher | Academic Publications. The Journal's web site is located at http://www.uctm.edu/~jmath/IJPAM | en_HK |
dc.relation.ispartof | International Journal of Pure and Applied Mathematics | en_HK |
dc.subject | High-order | en_HK |
dc.subject | Markov chain | en_HK |
dc.subject | Multivariate | en_HK |
dc.subject | Stationary distribution | en_HK |
dc.title | A note on the stationary property of high-dimensional Markov chain models | en_HK |
dc.type | Article | en_HK |
dc.identifier.email | Ching, WK:wching@hku.hk | en_HK |
dc.identifier.authority | Ching, WK=rp00679 | en_HK |
dc.description.nature | link_to_OA_fulltext | - |
dc.identifier.scopus | eid_2-s2.0-79952334799 | en_HK |
dc.identifier.hkuros | 184348 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-79952334799&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 66 | en_HK |
dc.identifier.issue | 3 | en_HK |
dc.identifier.spage | 321 | en_HK |
dc.identifier.epage | 330 | en_HK |
dc.publisher.place | Bulgaria | en_HK |
dc.identifier.scopusauthorid | Zhu, DM=7403599103 | en_HK |
dc.identifier.scopusauthorid | Ching, WK=13310265500 | en_HK |
dc.identifier.issnl | 1314-3395 | - |