Introduction to Probability · Problem 11.1.10

Markov Chains — Grinstead & Snell

Mathematics — Probability · markov-chains-introduction

Problem

Modify the program MatrixPowers so that it prints out the average

\mathbf{A}_n

of the powers

\mathbf{P}^n

, for

n = 1

N

. Try your program on the Land of Oz example and compare

\mathbf{A}_n

and

\mathbf{P}^n