Absorbing markov chains implementation (Help).

Revision en1, by 2ndSequence, 2021-07-10 14:47:35

Greeting,

I was trying to implement that algorithm but i don't know how to calculate F = (I — Q) ^ -1 part, I can not calculate the inverse of the matrix (because i also want to keep the proper fractions as it is)..

Any thoughts? (Or even a blog to read).

Tags #probabililty, #help, #implementation

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en1 English 2ndSequence 2021-07-10 14:47:35 313 Initial revision (published)