With two-state Markov chain which a one-step transition matrix :
P = [ 7/8 1/8 ]
[ 1/8 7/8 ]
How would i find the eigenvalues of P and derive an explicit expression for Pn?.(Rock)
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With two-state Markov chain which a one-step transition matrix :
P = [ 7/8 1/8 ]
[ 1/8 7/8 ]
How would i find the eigenvalues of P and derive an explicit expression for Pn?.(Rock)
Quote:
Originally Posted by harrybarryt
The eigenvalues ofare
and the corresponding eigenvectors
,\;v_2=(-1,1))
so,