Wednesday, August 1st, 2018

 

A note for the eigenvector used in the Markov Steady Status: using P transpose or P to calculate eigenvector

  A note for the eigenvector used in the Markov Steady Status: using or P to calculate eigenvector? Last night, a classmate of my friend asks a good question about the eigenvector used for the Markov Steady status. Do we use Markov probability transition matrix to calculate its eigenvalue, or use its transpose to calculate? Why? Here is an example. The P matrix below is the Markov probability transition matrix: sum of each row probability is 1.  You can image the 3 nodes with transition graph as below: We can computeRead More

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