Computer aided solving the high-order transition probability matrix of the finite Markov chain (Q2369093)

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.