iscsi's blog

First time visit expectation value
By iscsi, 12 years ago, In English

Hi,

I have a transition matrix ( the size ~ 50x50), and a starting probability, and I would like to calculate the first visit expectation value an special node! I can made it by simple simulation, but I had to wait about 4x10^9 iteration to stabilize the value. Is there a way to made it simpler?

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12 years ago, # |
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Sure, you can just write a system of equations and solve it using Gaussian elimination or whatever. The variables are the required expectations. For the specified node it is zero, for others – it is a linear combination of the neighboring variables (coefficients are transition probabilities).

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