GeneralMethod - General method to find a formula for pij...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: General method to find a formula for pij and any states i, j: (n) for any M -state chain a) Compute the eigenvalues 1, 2, . . . , M of P by solving the characteristic equation; b) If the eigenvalues are distinct then pij has the form pij (n) (n) = a1 1 n + + aM M n for some constants a1, . . . , aM (depending on i and j). If an eigenvalue is repeated (once, say) then the general form includes the term (a + bn)n. c) As roots of a polynomial with real coefficients, complex eigenvalues will come in conjugate pairs and these are best written using cos and sin . ...
View Full Document

This note was uploaded on 05/12/2010 for the course APPLIED ST 2010 taught by Professor Various during the Spring '10 term at Universidad Nacional Agraria La Molina.

Ask a homework question - tutors are online