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any tool/package to solve markov chain?
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