Grinstead-Snell-Probability · Problem 11.1.13

Markov Chains

Mathematics · markov-chains-introduction

Problem

Write a program to compute

\mathbf{u}^{(n)}

given

\mathbf{u}

and

\mathbf{P}

. Use this program to compute

\mathbf{u}^{(10)}

for the Land of Oz example, with

\mathbf{u} = (0, 1, 0)

, and with

\mathbf{u} = (1/3, 1/3, 1/3)