MATLAB: How to calculate steady-state probability

6 character long statemarkov chainprobabilitysteady state

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

Best Answer

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.
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