3 papers
math.PR2025
Can a Higher Order Markov Chain Be Treated as a First Order Markov Chain?
Jianhong Xu
It is well known that any higher order Markov chain can be associated with a first order Markov chain. In this primarily expository article, we present the first fairly comprehensi…
stat.CO2025
HOMC: A MATLAB Package for Higher Order Markov Chains
Jianhong Xu
We present a MATLAB package, which is the first of its kind, for Higher Order Markov Chains (HOMC). It can be used to easily compute all important quantities in our recent works re…
math.PR2025
On Limiting Probability Distributions of Higher Order Markov Chains
Lixing Han, Jianhong Xu
The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behavior. In this paper, for a higher order Markov chain, we…