On a New Class of Regular Doubly Stochastic Processes
American Journal of Theoretical and Applied Statistics
Volume 6, Issue 3, May 2017, Pages: 156-160
Received: Mar. 17, 2017; Accepted: Mar. 29, 2017; Published: May 25, 2017
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Authors
Reza Farhadian, Department of Mathematics and Statistics, Lorestan University, Khorramabad, Iran
Nader Asadian, Department of Mathematics and Statistics, Lorestan University, Khorramabad, Iran
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Abstract
In this article, we show that the well-known Helmert matrix has strong relationship with stochastic matrices in modern probability theory. In fact, we show that we can construct some stochastic matrices by the Helmert matrix. Hence, we introduce a new class of regular and doubly stochastic matrices by use of the Helmert matrix and a special diagonal matrix that is defined in this article. Afterwards, we obtain the stationary distribution for this new class of stochastic matrices.
Keywords
Helmert Matrix, Stochastic Matrix, Markov Chain, Transition Probability, Stationary Distribution, Regular Chain, Ergodic Chain
To cite this article
Reza Farhadian, Nader Asadian, On a New Class of Regular Doubly Stochastic Processes, American Journal of Theoretical and Applied Statistics. Vol. 6, No. 3, 2017, pp. 156-160. doi: 10.11648/j.ajtas.20170603.14
Copyright
Copyright © 2017 Authors retain the copyright of this article.
This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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