On Computing the Fixed-Point Probability Vector of Ergodic Transition Matrices
Patrick L. Odell, E. P. Decell · Journal of the ACM · 1967
A technique for computing the fixed-point probability vector of an orgodic (cyclic) transition matrix P is developed. The technique utilizes generalized matrix inversion in a scheme which only necessitates calculation of the probability fixed point of a transition matrix having smaller dimensions than P .