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Calculating stationary distribution of Markov chain
The algorithm only worked for 2 dimensions. I have written an algorithm implementing the same method and it works for all dimens...
meer dan 10 jaar ago | 3
Calculating stationary distribution of Markov chain
Section 6 and 7 of this document explain a method called 'state space reduction' for calculating the stationary distribution of ...
meer dan 10 jaar ago | 0