When the initial state and Matrix of transition probability in Markov chain are given, The state probability after n-step can be Computated by Chapman-Kolmogorov equation or Matrix operations. But when n is increased, the Computation is not easy and t...
When the initial state and Matrix of transition probability in Markov chain are given, The state probability after n-step can be Computated by Chapman-Kolmogorov equation or Matrix operations. But when n is increased, the Computation is not easy and the state propability after n step is not accuracy on account of error.
In this thesis, using Z transformation, we can Computated Pⁿ easily and exactly.