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steady states of markov process

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justin
justin on 15 Aug 2012
What is the best method to find the steady stare of a Markovian process? please note that I want to find the Markovian process, not a chain. So, I do not have a system of linear equations to use Ax = B matrix methods. In fact, I have a system of ordinary differentational equations. I am using the "ode45" solver for this. However, the system of ODE have another equation which is sum(all states) = 1. I do not know how to combine this with my solver. Is there any better method ?

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