Multi-step transition probability

Computes an entry of the matrix power \(P^n\).

Usage

markov_nstep_prob(P, n, i, j)

Arguments

P

Square transition-probability matrix.

n

Nonnegative integer number of steps.

i

Starting-state index.

j

Ending-state index.

Value

A numeric scalar.

Examples

P <- matrix(c(0.9, 0.1, 0, 1), nrow = 2, byrow = TRUE)
markov_nstep_prob(P, n = 3, i = 1, j = 2)
#> [1] 0.271