Steady State
- from: Jakob Nacanaynay <jn567@cornell.edu>
- to: You <anyone@out.there>
- date: November 13, 2025, 5:13 PM
- subject: Steady State
The key to finding the steady state is that we are solving for the vector $\vec q$ for stochastic matrix $P$ where
\[P_{\vec q} = \vec q\]Which is the same as
\[(P-I)\vec q = 0\]To find the steady state vector given a stochastic matrix:
- Set the eigenvalue $\lambda$ to one.
- Find the matrix $A-\lambda I$.
- You may scale it as you please so long as you normalize afterwards.
- Put it into the form $A-\lambda I = \vec 0$.
- Find the free variables and put it in parameter form.
- That should get you the steady state vector.
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~ Jakob Nacanaynay
(nack-uh-nigh-nigh)
he/him/his