Computer aided solving the high-order transition probability matrix of the finite Markov chain (Q2369093): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:53, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Computer aided solving the high-order transition probability matrix of the finite Markov chain |
scientific article |
Statements
Computer aided solving the high-order transition probability matrix of the finite Markov chain (English)
0 references
28 April 2006
0 references
A known explicit expression of the powers of a stochastic matrix \(P\) with all different eigenvalues is extended to the case without the nonequal restriction. An algorithm of mechanization programmed in Maple by using computer algebra is designed for computing \(P^n\). Examples with stochastic matrices possessing all different eigenvalues are shown.
0 references
Markov chain
0 references
transition probability matrix
0 references
algorithm
0 references
mechanization
0 references
numerical examples
0 references
stochastic matrix
0 references