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

**Follow-Ups**:**Re: any tool/package to solve markov chain?***From:*Daniel Lichtblau <danl@wolfram.com>