Description Usage Arguments Details Value Author(s) References See Also Examples
This function return the Steady-State probability vector of a Markov Chain Model with transition probability Matrix P. P must only have reccurent states.
1 | getPi(P)
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P |
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A Markov chain model with reccurent states and an aperiodic irreducible transition probability matrix P have a Steady-State vector b such that b=b.P. The function getPi return b for a given matrix P.
pi_vector |
A vector with the size equals to the dimension of P. |
MSc. Felipe Domingues Simoes
Cinlar, E. (2013). Introduction to stochastic processes. Courier Corporation.
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