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 ofPand derive an explicit expression forPn?.(Rock)

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- Mar 18th 2011, 03:25 AMharrybarrytMarkov Chain problem.
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) - Mar 18th 2011, 03:40 AMFernandoRevilla