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?
Случайно написал в русский интерфейс.
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).