Any fast way to compute the fixed vector of a Markov chain transistion matrix?

samuelandjw
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* I have already posted this in the General Math, but I guess the problem is more like a linear algebra problem.

Currently I am using a rather simple way, to solve vector w from (M-I)w=0 (replace one equation by w1+w2+...wn=1). Is there any faster way to do this? Thank you.
 
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I would calculate the Transition matrix's eigenvector corresponding to \lambda=1.
 
SprucerMoose said:
I would calculate the Transition matrix's eigenvector corresponding to \lambda=1.

basically the same as mine.
 

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