In this paper we consider the Markov chain formed by the operation of the move-to-front scheme. We show that the eigenvalues of the transition probability matrix are of the form pi, pi + pj, ⋯, Σ1 N ...
Scandinavian Journal of Statistics, Vol. 4, No. 3 (1977), pp. 97-104 (8 pages) This paper deals with the estimation of the left probability eigenvector and related characteristics of an ergodic matrix ...
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