I can find the equilibrium probabilities for a 2 x 2 matrix:
and
But how do I find the probabilities for a 3 x 3 matrix?
Can somebody start me off on:
Hello,
The same as for 2x2 :
As a note, this is, by definition, the stationary/invariant distribution. In order to say that it's the equilibrium distribution, you need to show that all the states are positive recurrent and that the chain is irreducible and aperiodic.