How to calculate steady-state probability?

Question

surabhi sachdeva 2017-10-5

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https://ww2.mathworks.cn/matlabcentral/answers/359900-how-to-calculate-steady-state-probability

回答： Walter Roberson 2017-10-5

采纳的回答： Walter Roberson

How to derive the steady-state probability of any state using MATLAB?

Suppose, we have been given 100 states and each state is 6 characters long.

Is there any way to calculate the steady-state probability of all the states?

Please help

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Answer 1

Walter Roberson 2017-10-5

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https://ww2.mathworks.cn/matlabcentral/answers/359900-how-to-calculate-steady-state-probability#answer_284483

The symbolic process is shown at https://www.mathworks.com/help/symbolic/examples/markov-chain-analysis-and-stationary-distribution.html

In your situation with 100 or 729 rows and columns, it would be completely impractical to extract a symbolic result (unless you could demonstrate that the system was banded such as if it were tridiagonal), so you would need to have numeric coefficients and you would use the numeric equivalents of the calls shown in the above link.