On Computing the Fixed-Point Probability Vector of Ergodic Transition Matrices
- 1 October 1967
- journal article
- Published by Association for Computing Machinery (ACM) in Journal of the ACM
- Vol. 14 (4) , 765-768
- https://doi.org/10.1145/321420.321435
Abstract
A technique for computing the fixed-point probability vector of an orgodic (cyclic) transition matrix P is developed. The technique utilizes generalized matrix inversion in a scheme which only necessitates calculation of the probability fixed point of a transition matrix having smaller dimensions than P .Keywords
This publication has 4 references indexed in Scilit:
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- An Alternate Form of the Generalized Inverse of an Arbitrary Complex MatriSIAM Review, 1965
- The Pseudoinverse of a Rectangular or Singular Matrix and Its Application to the Solution of Systems of Linear EquationsSIAM Review, 1959
- A generalized inverse for matricesMathematical Proceedings of the Cambridge Philosophical Society, 1955