Recent content by pokey909

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    Graduate Steady-state vector of infinite markov chain

    Today we encountered a problem with markov chains and are wondering if this can be solved analytically. Suppose we have a banded transition probability matrix M of the following form: M= [ P P 0 0 0 ... Q 0 P 0 0 ... 0 Q 0 P 0 ... 0 0 Q 0 P ... 0 0 0 Q 0 ... . . . . . . . . . . ]...