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I have got the following transition matrix:

$$A = \begin{pmatrix} p & 1-p \\ 1-q & q \end{pmatrix}$$

How can one use the jordan normal form to get a closed-form to calculate such a values $$A^n_{i,j}$$ ?

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    Did you try to compute the powers of a matrix in jordan normal form? What did you find?2012-07-04

1 Answers 1