Stochastic Matrices and the Steady State
www.math.ubc.ca › ~tbjw › ilaRecipe 1: Compute the steady state vector. Let A be a positive stochastic matrix. Here is how to compute the steady-state vector of A . Find any eigenvector v of A with eigenvalue 1 by solving ( A − I n ) v = 0. Divide v by the sum of the entries of v to obtain a normalized vector w whose entries sum to 1.