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Grinstead-Snell-Probability
· Problem 11.1.10
Markov Chains
Mathematics · markov-chains-introduction
Problem
Modify the program MatrixPowers so that it prints out the average
A
n
\mathbf{A}_n
A
n
of the powers
P
n
\mathbf{P}^n
P
n
, for
n
=
1
n = 1
n
=
1
to
N
N
N
. Try your program on the Land of Oz example and compare
A
n
\mathbf{A}_n
A
n
and
P
n
\mathbf{P}^n
P
n
.
Related theory
Markov Chains Transition Matrices And Stationary Distributions
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