I have 9 x 9 Markov chain state transition matrix. There are 5 states which are visited just once, and then the chain iterates through the remaining 4 states indefinitely. I have calculated the eigenvalues and eigenvectors of $\mathbf{T}$. Of the remaining 4 states, 2 are special. I would like to find the probability that there are $n$ consecutive visits to the special states. How can I find this probability?
2026-04-04 06:40:41.1775284841
Probability of a sequence of visits in Markov chain
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