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Higher-order Markov chains play a very important role in many fields, ranging from multilinear PageRank to financial modeling.
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B. W. Bader, T. G. Kolda and others. MATLAB Tensor Toolbox Version 2.6, Available online, February 2015. URL: http://www.sandia.gov/ tgkolda/TensorToolbox/
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D. Liu, W. Li, S. Vong, Relaxation methods for solving the tensor equation arising from the higher-order Markov chains. Numer Linear Algebra Appl. 2019; e2260
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S. Cipolla, M. Redivo-Zaglia, F. Tudisco, Extrapolation methods for fixed-point multilinear PageRank computations. Numer Linear Algebra Appl. 2020; 27:e2280
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W. Li, D. Liu, S. Vong, M. Xiao, Multilinear PageRank: Uniqueness, error bound and perturbation analysis. Applied Numerical Mathematics, 2020; 156:584-607
2020
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