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math.PR2016★ 4 cited
A Sufficient Condition for a Unique Invariant Distribution of a Higher-Order Markov Chain
Bernhard C. Geiger
We derive a sufficient condition for a -th order homogeneous Markov chain with finite alphabet to have a unique invariant distribution on $\mathcal{Z}…
math.PR2015
Cepstral Analysis of Random Variables: Muculants
Christian Knoll, Bernhard C. Geiger, Gernot Kubin
An alternative parametric description for discrete random variables, called muculants, is proposed. In contrast to cumulants, muculants are based on the Fourier series expansion, r…