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Re: st: Re: ergodic distribution from transition probaility matirx
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Re: ergodic distribution from transition probaility matirx
Date
Wed, 21 Sep 2011 11:42:34 -0400
Tuki <[email protected]>
So, as I suspected, you already have a regular transition matrix, with
a single eigenvalue equal to one (whose corresponding eigenvector is
the limiting distribution for that process), and I am unclear on what
you are looking for.
Still waiting for those references, too.
On Wed, Sep 21, 2011 at 11:37 AM, Tuki <[email protected]> wrote:
> r1 79.1 15.3 2.2 3.3
> r2 14.7 52.6 26.3 6.3
> r3 2.11 24.2 56.8 16.8
> r4 5.49 5.4 15.4 73.6
>
> The eigenvalue values obtained using matrix eigenvalues r c = A command are:
> c1 c2 c3 c4
> real 26.4792 100.00018 59.843796 75.896828
>
> My intention is that if there is command that I can use repeatedly on
> different data sets.
> Thank you very much.
>
>
>
>
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