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MathGroup Archive 2004

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any tool/package to solve markov chain?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg51869] any tool/package to solve markov chain?
  • From: "Yan ZHANG" <buaanupt at sina.com>
  • Date: Thu, 4 Nov 2004 01:49:11 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Now, I got a Markov chain and expressed as x=xP where x is the steady state
probability vector and P is the transition matrix. Since the dimension of P
is very big (up to 5000 * 5000), I am hoping that there is a tool or package
in MATHEMATICA to solve this?

Can you please give some link or reference for this?Thank you very much for
your inforamtion.

-- 

Yan ZHANG
http://www.ntu.edu.sg/home5/pg01308021




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