Hello,
I have a Q matrix of continuous-time markov chain
0 1 2 3
0 -2 2 0 0
1 1 -3 2 0
2 0 1 -3 2
3 0 0 1 -1
and I need compute the stationary distribution. I know that pi*Q = 0, and that sum of pi(i) = 1, so I tried to solve a system of equotations, but I still cannot get the correct result (I think I have a mistake somewhere in my assumptions), so I would be very grateful if somebody could help....