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5 years ago
I have very recently started learning about Markov chains. I know what the
Stochastic matrix is. However, I came across a question like:
If a transition probability matrix is of order $n\times n$ then number
steady state equations would be:
I'm not sure what they mean by "steady state equations". Haven't come across that term while learning Markov chains. Could someone please explain or provide some reference?
May 25, 2018 at 2:22
It's a bit unclear out of context, but I'd expect the equations to be $\pi P=\pi$, where $\pi$ is a row vector, along with the normalization requirement $\pi 1=1$ where $1$ is a column vector of all ones. That would be $n+1$ linear equations. If you don't have a normalization requirement, then $n$ would also be a sensible answer.
May 25, 2018 at 2:31
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