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Computing the Fundamental Matrix for a Reducible Markov Chain

by Theodore J. Sheskin (Cleveland State University)

This article originally appeared in:
Mathematics Magazine
December, 1995

Subject classification(s): Linear Algebra | Statistics and Probability | Probability | Stochastic Processes
Applicable Course(s): 3.8 Linear/Matrix Algebra | 7.2 Probability | 7.3 Stochastic Processes

A Markov chain with 9 states is used to illustrate a technique for finding the fundamental matrix.


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Capsule Course Topic(s): Probability | Stochastic Processes, Discrete Markov Chains
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