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Journal articles on the topic 'Transition Matrices'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

McCord, Christopher, and James Reineck. "Connection matrices and transition matrices." Banach Center Publications 47, no. 1 (1999): 41–55. http://dx.doi.org/10.4064/-47-1-41-55.

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2

Vijayabalaji, Srinivasan, and Gopalakrishnan Shyamsundar. "Cubic Transition Matrices." Asian Journal of Research in Social Sciences and Humanities 6, no. 7 (2016): 412. http://dx.doi.org/10.5958/2249-7315.2016.00435.4.

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3

Shahbeigi, Fereshte, Christopher T. Chubb, Ryszard Kukulski, Łukasz Pawela, and Kamil Korzekwa. "Quantum-embeddable stochastic matrices." Quantum 8 (July 10, 2024): 1404. http://dx.doi.org/10.22331/q-2024-07-10-1404.

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The classical embeddability problem asks whether a given stochastic matrix T, describing transition probabilities of a d-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the quantum version of this problem, asking of the existence of a Markovian quantum channel generating state transitions described by a given T. More precisely, we aim at characterising the set of quantum-embeddable stochastic matrices that arise from memoryless continuous-time quantum evolution. To this end, we derive both upper and lower bounds on that set, providin

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4

Chinnadurai, Veerappan, and SUBRAMANIAN BARKAVI. "Fuzzy transition matrices and their applications." International Journal of Algebra and Statistics 6, no. 1-2 (2017): 105. http://dx.doi.org/10.20454/ijas.2017.1239.

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The present paper aims at the introduction of some vital operations and properties based on fuzzy transition matrices. Here, two dierent product of fuzzy transition matrices, namely max-min product and alternative max min product of fuzzy transition matrices have been defined. Out of them, a new solution procedure for an alternative max-min product of fuzzy transition matrices has been drawn to attain a right decision making to solve the real life problems.

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5

Perilioglu, Ahmet, and Sukriye Tuysuz. "Conditional Sovereign Transition Probability Matrices." Procedia Economics and Finance 30 (2015): 643–55. http://dx.doi.org/10.1016/s2212-5671(15)01283-6.

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6

Lee, Hwee Kuan. "Transition Matrices and Time Travel." Physics Procedia 15 (2011): 59–63. http://dx.doi.org/10.1016/j.phpro.2011.05.060.

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7

Ribe, M. "Transition matrices with equal germs." Stochastic Processes and their Applications 62, no. 2 (1996): 299–325. http://dx.doi.org/10.1016/0304-4149(96)82955-3.

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8

Richey, Jeremiah, and Alicia Rosburg. "Decomposing economic mobility transition matrices." Journal of Applied Econometrics 33, no. 1 (2017): 91–108. http://dx.doi.org/10.1002/jae.2578.

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9

Beyne, Tim, and Michiel Verbauwhede. "Integral Cryptanalysis Using Algebraic Transition Matrices." IACR Transactions on Symmetric Cryptology 2023, no. 4 (2023): 244–69. http://dx.doi.org/10.46586/tosc.v2023.i4.244-269.

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In this work we introduce algebraic transition matrices as the basis for a new approach to integral cryptanalysis that unifies monomial trails (Hu et al., Asiacrypt 2020) and parity sets (Boura and Canteaut, Crypto 2016). Algebraic transition matrices allow for the computation of the algebraic normal form of a primitive based on the algebraic normal forms of its components by means of wellunderstood operations from linear algebra. The theory of algebraic transition matrices leads to better insight into the relation between integral properties of F and F−1. In addition, we show that the link be

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10

Jahn, Beate, Christina Kurzthaler, Jagpreet Chhatwal, et al. "Alternative Conversion Methods for Transition Probabilities in State-Transition Models: Validity and Impact on Comparative Effectiveness and Cost-Effectiveness." Medical Decision Making 39, no. 5 (2019): 509–22. http://dx.doi.org/10.1177/0272989x19851095.

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Background. In state-transition models (STMs), decision problems are conceptualized using health states and transitions among those health states after predefined time cycles. The naive, commonly applied method (C) for cycle length conversion transforms all transition probabilities separately. In STMs with more than 2 health states, this method is not accurate. Therefore, we aim to describe and compare the performance of method C with that of alternative matrix transformation methods. Design. We compare 2 alternative matrix transformation methods (Eigenvalue method [E], Schure-Padé method [SP]

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11

Conti, G., A. Navarra, and J. Tribbia. "The ENSO Transition Probabilities." Journal of Climate 30, no. 13 (2017): 4951–64. http://dx.doi.org/10.1175/jcli-d-16-0490.1.

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ENSO is investigated here by considering it as a transition from different states. Transition probability matrices can be defined to describe the evolution of ENSO in this way. Sea surface temperature anomalies are classified into four categories, or states, and the probability to move from one state to another has been calculated for both observations and a simulation from a GCM. This could be useful for understanding and diagnosing general circulation models elucidating the mechanisms that govern ENSO in models. Furthermore, these matrices have been used to define a predictability index of E

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12

Plasse, Joshua, Henrique Hoeltgebaum, and Niall M. Adams. "Streaming changepoint detection for transition matrices." Data Mining and Knowledge Discovery 35, no. 4 (2021): 1287–316. http://dx.doi.org/10.1007/s10618-021-00747-7.

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AbstractSequentially detecting multiple changepoints in a data stream is a challenging task. Difficulties relate to both computational and statistical aspects, and in the latter, specifying control parameters is a particular problem. Choosing control parameters typically relies on unrealistic assumptions, such as the distributions generating the data, and their parameters, being known. This is implausible in the streaming paradigm, where several changepoints will exist. Further, current literature is mostly concerned with streams of continuous-valued observations, and focuses on detecting a si

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13

Berchtold, André. "The Predictive Power of Transition Matrices." Symmetry 13, no. 11 (2021): 2096. http://dx.doi.org/10.3390/sym13112096.

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When working with Markov chains, especially if they are of order greater than one, it is often necessary to evaluate the respective contribution of each lag of the variable under study on the present. This is particularly true when using the Mixture Transition Distribution model to approximate the true fully parameterized Markov chain. Even if it is possible to evaluate each transition matrix using a standard association measure, these measures do not allow taking into account all the available information. Therefore, in this paper, we introduce a new class of so-called "predictive power" meas

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14

de la Pena, Victor, Adrian Hernandez-del-Valle, and Ricardo Rivera. "Multiple hypotheses testing of transition matrices." Journal of Risk Model Validation 1, no. 3 (2007): 69–76. http://dx.doi.org/10.21314/jrmv.2007.011.

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15

Yang, Shao, Michael J. Yadlowsky, Dag R. Hjelme, and Alan R. Mickelson. "Interlaboratory comparison of mode transition matrices." Applied Optics 32, no. 30 (1993): 5997. http://dx.doi.org/10.1364/ao.32.005997.

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16

Ben-Ari, Iddo, Michael Neumann, and Olga Pryporova. "Inequalities for functions of transition matrices." Linear Algebra and its Applications 436, no. 2 (2012): 335–48. http://dx.doi.org/10.1016/j.laa.2011.04.044.

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17

V., Chinnadurai, Barkavi S., Vijayabalaji S., and Parthiban J. "PRODUCT OPERATION ON FUZZY TRANSITION MATRICES." International Journal of Multidisciplinary Research and Modern Education 2, no. 2 (2016): 281–89. https://doi.org/10.5281/zenodo.163654.

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<em>Fuzzy Matrices over fuzzy algebra plays a significant role in matrix theory over fuzzy settings. Fuzzy transition matrix is another interesting structure in fuzzy matrix theory. Our aim in this paper is to define product operation on fuzzy transition matrix and to provide some interesting result on it.</em>

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18

Hasegawa, Shigeaki F., and Takenori Takada. "Probability of Deriving a Yearly Transition Probability Matrix for Land-Use Dynamics." Sustainability 11, no. 22 (2019): 6355. http://dx.doi.org/10.3390/su11226355.

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Takada’s group developed a method for estimating the yearly transition matrix by calculating the mth power roots of a transition matrix with an interval of m years. However, the probability of obtaining a yearly transition matrix with real and positive elements is unknown. In this study, empirical verification based on transition matrices from previous land-use studies and Monte-Carlo simulations were conducted to estimate the probability of obtaining an appropriate yearly transition probability matrix. In 62 transition probability matrices of previous land-use studies, 54 (87%) could provide

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19

Zhou, Xiaoping, John R. Mills, and Lawrence Teeter. "Modeling Forest Type Transitions in the Southcentral Region: Results from Three Methods." Southern Journal of Applied Forestry 27, no. 3 (2003): 190–97. http://dx.doi.org/10.1093/sjaf/27.3.190.

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Abstract In recent years much interest has developed about the dynamics of forest type transitions, especially the transitions of land to and from southern pine plantations. This article presents 50-yr-forest type projections developed from two approaches to specifying the type transition matrices. One approach used transition matrices derived with remeasured plot data for six forest types using USDA Forest Service Forest Inventory and Analysis data. These data tracked transitions that occurred either naturally or artificially on inventory plots during one remeasurement cycle. The second appro

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20

Paulet, Elisabeth, and Francesc Relano. "La transition climatique dans le secteur bancaire : une approche par les matrices de matérialité." Vie & sciences de l'entreprise N° 220, no. 2 (2024): 33–52. http://dx.doi.org/10.3917/vse.220.0033.

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La présente étude explore la transition climatique dans le secteur bancaire par le biais d’un nouvel outil de communication externe mis à disposition des entreprises : la matrice de matérialité. Son principal intérêt est qu’elle incorpore explicitement le rôle des parties prenantes dans le positionnement stratégique de l’entreprise. L’étude se déroule donc en deux temps. On analyse d’abord la logique du discours stratégique fait par des banques tel qu’il transparaît dans les matrices, notamment en relation aux enjeux climatiques. Nous prospectons ensuite l’articulation entre l’image stratégiqu

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21

Mischaikow, Konstantin. "Transition systems." Proceedings of the Royal Society of Edinburgh: Section A Mathematics 112, no. 1-2 (1989): 155–75. http://dx.doi.org/10.1017/s0308210500028225.

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SynopsisThe concept of a transition system is extended to a parametrised family of differential equationswhere x ∊ ℝn and λ ∊ Λ = [0, l]m, an m-cube. Furthermore, algebraic formulae for comparing connection matrices at the various parameter values are obtained. Finally, several applications of these techniques are indicated.

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22

Netto, Willem J., Peter L. H. Hanegraaf, and Han DE VRIES. "Matman: a Program for the Analysis of Sociometric Matrices and Behavioural Transition Matrices." Behaviour 125, no. 3-4 (1993): 157–75. http://dx.doi.org/10.1163/156853993x00218.

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AbstractMatMan is a program for performing a variety of ethological analyses of frequency (interaction) matrices and transition matrices. These analyses include linear hierarchy indices for dominance matrices (APPLEBY, 1983), reorganization of a dominance matrix such that the subjects are in rank order, matrix correlation methods such as Mantel's test (MANTEL, 1967) and rowwise matrix correlation (DE VRIES, 1993), methods based on information theory (STEINBERG, 1977), and the calculation of expected and residual values in transition matrices with defined or undefined diagonal. In addition, Mat

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23

İnanç, Şahin. "Using Visual Basic for Applications to Implement Markov Analysis in Market Share Forecasting." Revista de Gestão Social e Ambiental 18, no. 11 (2024): e09269. http://dx.doi.org/10.24857/rgsa.v18n11-068.

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Objective: This paper is an examination of the use of Markov analysis in market share prediction, and the use of Visual Basic for Applications (VBA) to increase the speed and precision of the computation and model. Theoretical Framework: The Markov analysis, used to predict future states from current transitions, sheds light on the consumer behavior and brand loyalty dynamics With VBA, the data processing can be automated, and transition matrices built that are dynamic, so that forecasts can be updated in real time. Method: Markov analysis is based on transition matrices, which define the prob

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24

FRANZOSA, R., K. A. DE REZENDE, and M. R. DA SILVEIRA. "Continuation and bifurcation associated to the dynamical spectral sequence." Ergodic Theory and Dynamical Systems 34, no. 6 (2013): 1849–87. http://dx.doi.org/10.1017/etds.2013.29.

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AbstractIn this paper we consider a filtered chain complex $C$ and its differential given by a connection matrix $\Delta $ which determines an associated spectral sequence $({E}^{r} , {d}^{r} )$. We present an algorithm which sweeps the connection matrix in order to span the modules ${E}^{r} $ in terms of bases of $C$ and gives the differentials ${d}^{r} $. In this process a sequence of similar connection matrices and associated transition matrices are produced. This algebraic procedure can be viewed as a continuation, where the transition matrices give information about the bifurcation behavi

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25

Stefanov, Valeri T. "Mean passage times for tridiagonal transition matrices." Journal of Applied Probability 32, no. 3 (1995): 846–49. http://dx.doi.org/10.2307/3215137.

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26

Johnson, Paul A., Hubert Fortin, Samuel Cloutier, and Charles-Émile Fecteau. "Transition density matrices of Richardson–Gaudin states." Journal of Chemical Physics 154, no. 12 (2021): 124125. http://dx.doi.org/10.1063/5.0041051.

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27

Shiflet, Angela, and George Shiflet. "Introducing Transition Matrices and Their Biological Applications." Journal of Computational Science Education 4, no. 1 (2013): 11–15. http://dx.doi.org/10.22369/issn.2153-4136/4/1/2.

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28

Kesidis, G., and J. Walrand. "Relative entropy between Markov transition rate matrices." IEEE Transactions on Information Theory 39, no. 3 (1993): 1056–57. http://dx.doi.org/10.1109/18.256516.

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29

Zhao, Yiqiang Q., Wei Li, and Attahiru Sule Alfa. "Duality results for block-structured transition matrices." Journal of Applied Probability 36, no. 4 (1999): 1045–57. http://dx.doi.org/10.1239/jap/1032374754.

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In this paper, we consider a certain class of Markov renewal processes where the matrix of the transition kernel governing the Markov renewal process possesses some block-structured property, including repeating rows. Duality conditions and properties are obtained on two probabilistic measures which often play a key role in the analysis and computations of such a block-structured process. The method used here unifies two different concepts of duality. Applications of duality are also provided, including a characteristic theorem concerning recurrence and transience of a transition matrix with r

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30

ZHANG, XU, and YUMING SHI. "COUPLED-EXPANDING MAPS FOR IRREDUCIBLE TRANSITION MATRICES." International Journal of Bifurcation and Chaos 20, no. 11 (2010): 3769–83. http://dx.doi.org/10.1142/s0218127410028094.

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In this paper, strictly A-coupled-expanding maps in bounded and closed subsets of complete metric spaces are investigated, where A = (aij) is an m × m irreducible transition matrix with one row-sum no less than 2. A map f is said to be strictly A-coupled-expanding in m sets Vi if f(Vi) ⊃ Vj whenever aij = 1 and the distance between any two different sets of these Vi is positive. A new result on the subshift for matrix A is obtained. Based on this result, two criteria of chaos are established, which generalize and relax the conditions of some existing results. These maps are proved to be chaoti

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31

Stefanov, Valeri T. "Mean passage times for tridiagonal transition matrices." Journal of Applied Probability 32, no. 03 (1995): 846–49. http://dx.doi.org/10.1017/s0021900200103286.

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32

Allen, D. E., A. R. Kramadibrata, R. J. Powell, and A. K. Singh. "Modelling tail credit risk using transition matrices." Mathematics and Computers in Simulation 93 (July 2013): 67–75. http://dx.doi.org/10.1016/j.matcom.2012.09.011.

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33

Evers, G. "Mode transition matrices for fibre-optic connectors." Electronics Letters 21, no. 9 (1985): 401. http://dx.doi.org/10.1049/el:19850285.

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34

Kirkland, S. J., Michael Neumann, and Jianhong Xu. "Transition matrices for well-conditioned Markov chains." Linear Algebra and its Applications 424, no. 1 (2007): 118–31. http://dx.doi.org/10.1016/j.laa.2006.06.003.

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35

Zhao, Yiqiang Q., Wei Li, and Attahiru Sule Alfa. "Duality results for block-structured transition matrices." Journal of Applied Probability 36, no. 04 (1999): 1045–57. http://dx.doi.org/10.1017/s002190020001785x.

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In this paper, we consider a certain class of Markov renewal processes where the matrix of the transition kernel governing the Markov renewal process possesses some block-structured property, including repeating rows. Duality conditions and properties are obtained on two probabilistic measures which often play a key role in the analysis and computations of such a block-structured process. The method used here unifies two different concepts of duality. Applications of duality are also provided, including a characteristic theorem concerning recurrence and transience of a transition matrix with r

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36

Formby, John P., W. James Smith, and Buhong Zheng. "Mobility measurement, transition matrices and statistical inference." Journal of Econometrics 120, no. 1 (2004): 181–205. http://dx.doi.org/10.1016/s0304-4076(03)00211-2.

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37

Ferretti, C., and P. Ganugi. "A new mobility index for transition matrices." Statistical Methods & Applications 22, no. 3 (2013): 403–25. http://dx.doi.org/10.1007/s10260-013-0232-9.

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38

Aja-Fernández, Santiago, and Carlos Alberola-López. "Fuzzy feedback system analysis using transition matrices." Fuzzy Sets and Systems 157, no. 4 (2006): 516–43. http://dx.doi.org/10.1016/j.fss.2005.07.002.

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39

Pršlja, Antonija. "Random walks relative to multiple transition matrices." Operators and Matrices, no. 3 (2015): 697–710. http://dx.doi.org/10.7153/oam-09-42.

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40

Spears, William M. "A Compression Algorithm for Probability Transition Matrices." SIAM Journal on Matrix Analysis and Applications 20, no. 1 (1998): 60–77. http://dx.doi.org/10.1137/s0895479897316916.

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41

Rabinovich, Vladimir, and Francisco Urbano-Altamirano. "Transition matrices for quantum waveguides with impurities." Mathematical Methods in the Applied Sciences 41, no. 12 (2018): 4659–75. http://dx.doi.org/10.1002/mma.4920.

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42

Gudder, Stan. "Transition Effect Matrices and Quantum Markov Chains." Foundations of Physics 39, no. 6 (2008): 573–92. http://dx.doi.org/10.1007/s10701-008-9269-2.

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43

Drakos, Konstantinos, Nicholas Giannakopoulos, and Panagiotis Theodore Konstantinou. "Investigating Persistence in the US Mutual Fund Market: A Mobility Approach." Review of Economic Analysis 7, no. 1 (2015): 54–83. http://dx.doi.org/10.15353/rea.v7i1.1485.

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Performance persistence in the US mutual fund market is investigated, modeling risk-adjusted performance as a Markov Chain. This allows us to explore whether there is a higher probability for funds to remain in their initial ranking, compared to the probability that funds exhibit some kind of movement. We find some degree of inertia due to non-uniformity of transition probabilities across states. Our analysis allows also assesses the proximity of empirical transition matrices to two benchmark matrices, identifying the no-persistence/perfect immobility cases. We find that the observed transitio

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44

Wolfe, Levering, and Larry Zamick. "Cascade calculation with schematic interactions." International Journal of Modern Physics E 28, no. 08 (2019): 1950062. http://dx.doi.org/10.1142/s0218301319500629.

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In previous works we considered schematic Hamiltonians represented by simplified matrices. We defined two transition operators and calculated transition strengths from the ground state to all excited states. In many cases the strengths decreased nearly exponentially with the excitation energy. Now we do the reverse. We start with the highest energy state and calculate the cascade of transitions until the ground state is reached. On a log plot we show the average transition strength as a function of the number of energy intervals that were crossed. We give an analytic proof of exponential behav

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45

Kyrychenko, Oksana, and Yevhen Kyrychenko. "Asymptotic properties of random matrices." Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, no. 1 (2024): 41–44. http://dx.doi.org/10.17721/1812-5409.2024/1.7.

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The work explores the asymptotic properties of large-dimensional stochastic matrices N under the condition of independence of matrix elements or rows (columns). An analysis of the main properties of eigenvalues of stochastic matrices is conducted. The work is dedicated to investigating the asymptotic characteristics of random matrices under the absence of the second moment and also considers the presence of "heavy tails" in the corresponding transitions in the adjacency matrices of the respective graph. The main result of the work is formulated in terms of the transition matrix of a discrete M

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46

Adachi, Kohei. "Homogeneity Analysis of Transition Matrices for Spatially Representing a Transition Trend." Behaviormetrika 24, no. 2 (1997): 159–78. http://dx.doi.org/10.2333/bhmk.24.159.

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47

Li, Pei-Sen, and Pan Zhao. "The Subdominant Eigenvalue of Möbius Monotone Transition Probability Matrix." Axioms 14, no. 7 (2025): 493. https://doi.org/10.3390/axioms14070493.

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We establish a Perron–Frobenius-type theorem for the subdominant eigenvalue of Möbius monotone transition matrices defined on partially ordered state spaces. This result extends the classical work of Keilson and Kester, where they considered stochastically monotone transition matrices in a totally ordered setting. Furthermore, we show that this subdominant eigenvalue is the geometric ergodicity rate.

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48

Canfield, A. E., and A. M. Schor. "Evidence that tenascin and thrombospondin-1 modulate sprouting of endothelial cells." Journal of Cell Science 108, no. 2 (1995): 797–809. http://dx.doi.org/10.1242/jcs.108.2.797.

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Cultured endothelial cells undergo a reversible transition from a resting (cobblestone) phenotype to an angiogenic (sprouting) phenotype. This transition mimics the early events of angiogenesis. We have previously reported that the addition of exogenous xylosides inhibits endothelial cel sprouting and modifies the extracellular matrix (ECM) synthesised by the cells. We have now investigated whether endothelial sprouting is mediated by the nature of the extracellular matrix in contact with the cells. Accordingly, cell-free matrices deposited by bovine aortic endothelial cells (BAEC) were isolat

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49

YDRI, BADIS. "IMPACT OF SUPERSYMMETRY ON EMERGENT GEOMETRY IN YANG–MILLS MATRIX MODELS II." International Journal of Modern Physics A 27, no. 17 (2012): 1250088. http://dx.doi.org/10.1142/s0217751x12500881.

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We present a study of D = 4 supersymmetric Yang–Mills matrix models with SO(3) mass terms based on the Monte Carlo method. In the bosonic models we show the existence of an exotic first-/second-order transition from a phase with a well defined background geometry (the fuzzy sphere) to a phase with commuting matrices with no geometry in the sense of Connes. At the transition point the sphere expands abruptly to infinite size then it evaporates as we increase the temperature (the gauge coupling constant). The transition looks first-order due to the discontinuity in the action whereas it looks se

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50

Barnes, George R., Patricia B. Cerrito, and Inessa Levi. "Random walks on finite semigroups." Journal of Applied Probability 35, no. 4 (1998): 824–32. http://dx.doi.org/10.1239/jap/1032438378.

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The purpose of this paper is to study the asymptotic properties of Markov chains on semigroups. In particular, the structure of transition matrices representing random walks on finite semigroups is examined. It is shown that the transition matrices associated with certain semigroups are block diagonal with identical blocks. The form of the blocks is determined via the algebraic structure of the semigroup.

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