Steady State Vector

A steady state vector for Stochastic Matrix is a Vector such that .

• It is where the Markov Chain of converges after a sufficient amount of time.
• Solve for to find the steady state vector for .
• is defined as , also
• When you repeatedly apply , the Subspace will approach the Span of…
  • An Eigenvector, if is Regular
  • A Set of Eigenvector with non-one Cardinality, if is irregular
    • If the cardinality is greater than 1, points in the subspace will converge to the nearest Eigenspace

Example

Determine the steady state vector for

Goal: solve