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Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
SIAM Journal on Matrix Analysis and Applications, 2007Summary: We study the connection between matrix measures and random walks with a block tridiagonal transition matrix. We derive sufficient conditions such that the blocks of the \(n\)-step block tridiagonal transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued spectral measure.
Holger Dette
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, 2013 Typical form of the outdegree transition matrix , consisting essentially of a row vector (, inexistent sources before the transition) and an upper triangular matrix (made of a diagonal of sources having the same out-degree after the transition, and a ...
Michael Batty (357738) +3 more
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Proceedings of the 5th international conference on Computer systems and technologies - CompSysTech '04, 2004
The paper considers a new approach for regression based construction of transition matrix using market spread curves or historic probabilities of default. The generated transition matrix could be adjusted according to the credit year quality and the systematic component or using an aggregation schema.
Anatoliy Antonov, Yanka Yanakieva
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The paper considers a new approach for regression based construction of transition matrix using market spread curves or historic probabilities of default. The generated transition matrix could be adjusted according to the credit year quality and the systematic component or using an aggregation schema.
Anatoliy Antonov, Yanka Yanakieva
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Using a Matrix in Life Transition Research
Qualitative Health Research, 2004Life transitions can be planned or can occur unexpectedly. They can cause a major change to a person’s life patterns and well-being. Older adulthood is a time for many life transitions as a result of changes in life roles and health status. In this exploratory study, the authors investigate the transition involved in driving cessation for older people.
Liddle, J, Carlson, G, McKenna, K
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On the evaluation of the transition matrix
Proceedings of the IEEE, 1970A simple method for evaluating the transition matrix is given. The method requires a comparatively small number of calculations, specially if the order of the system is high. A specific example illustrates the method.
G. Fronza, S. Rinaldi
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An elegant state transition matrix
Astrodynamics Conference, 1996The analytic Keplerian 6 × 6 Earth Centered Inertial state transition matrix developed by Goodyear, Battin, and other mathematicians is well known. The primary objectives of this paper are to present a relatively simple formulation of the Keplerian state transition matrix, and to show that the higher-order secular terms associated with the state ...
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The transition matrix for linear circuits
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, 1997The state transition matrix /spl Phi/(t)=e/sup At/ plays an important role in the state variable analysis of linear time-invariant circuits. In this paper, we give a method to compute the equivalent matrix for a set of differential-algebraic equations. Specifically, the algorithm is illustrated for the modified nodal analysis (MNA).
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