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Oscar


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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...

plus de 10 ans il y a | 3

Réponse apportée
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 ...

plus de 10 ans il y a | 0