In this study, the aim is to calculate the steady state probability, i.e. Π, of an ergodic Markov Chain (MC). Two different approaches (Monte Carlo Simulation and Matrix Multiplication) will be implemented in R along with the comparison of their runtimes.
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Calculation of the steady state probability of an ergodic Markov Chain with R
ayigitdogan/Steady-State-Distribution-of-an-Ergodic-Markov-Chain
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Calculation of the steady state probability of an ergodic Markov Chain with R
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