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?.
Follow Math Help Forum on Facebook and Google+
Originally Posted by harrybarryt How would i find the eigenvalues of P and derive an explicit expression for Pn?. The eigenvalues of are and the corresponding eigenvectors so,
View Tag Cloud