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22transition
2009 Aug 30
1
Stochastic (transition) matrices: how to determine distributions and variance?
(apologies for the cross-posting, and for this being a more general
stats question rather than a specific-to-R one. I assure you I will be
doing the actual analysis in R :)
I am trying to determine the distribution and variance for a classic
stochastic (transition) matrix problem such that:
let x(t) be an initial state vector consisting of counts of classes A, B
and C:
x(t) =