I have a problem with stationary disribution for Markov chain. Let say we have
$\pi P=\pi$
where P is $n\times n$ transition matrix and $\pi$ is $n\times 1$ vector. Then, we have
$\pi (P-I)=0$.
If we have $n=3$, then we can solve this problem easily. But what happen if we have $n>20$ (for example $n=30$), how we can solve this problem to find the value for $\pi$? Thank you.