We all know the Formula for P^n of a 2x2 Transition Probability matrix P

where P =

[ 1-a a ]

[ b 1-b ]

Does anyone know the Formula for P^n of a 3x3 Transition Probability matrix P?

Thanks

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- April 3rd 2009, 04:52 AMpankajthepiperFormula for P^n of a 3x3 Transition Probability matrix P
We all know the Formula for P^n of a 2x2 Transition Probability matrix P

where P =

[ 1-a a ]

[ b 1-b ]

Does anyone know the Formula for P^n of a 3x3 Transition Probability matrix P?

Thanks