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Markov to compare matrices

  1. May 30, 2004 #1
    I have a problem where I get 3 or 4x4 matrices and I'd like to compare them. The matrices are transition states so markov models are applicable, but I can't find anything about how to compare the matrices for similarity. One solution that has been done is to agv the diagonal, but since the 4,4 element is always zero, your only using 3 numbers of the 16 and throwing the rest away. The determinant has no correlation between the system so can't be used since it is too affected by single value changes. Does anyone know of another method I might be able to use?
    Steve Brailsford
     
  2. jcsd
  3. Jun 6, 2004 #2
    I would use eigenvalues. If the processes don't have any absorbing states then the eigenvectors corresponding to eigenvector 1 is the stationary state.
     
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