I have a 4x4 markov chain transition matrix T. Lets call the states A,B,C,D. I am looking for the large time expected frequency of a given sequence, say A-B-B-D. How exactly am I supposed to find this?

  • $\begingroup$ Do you know how to answer this question for the frequency of just one given state? That would be a good start to solving this problem. $\endgroup$ – whuber Apr 25 at 14:08

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