Computer aided solving the high-order transition probability matrix of the finite Markov chain (Q2369093)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computer aided solving the high-order transition probability matrix of the finite Markov chain |
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Computer aided solving the high-order transition probability matrix of the finite Markov chain (English)
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28 April 2006
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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.
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Markov chain
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transition probability matrix
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algorithm
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mechanization
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numerical examples
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stochastic matrix
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