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The situation might (should?) improve if you required the chain to be aperiodic. Regards Leonid Bogachev ________________________________________ From: A UK-based worldwide e-mail broadcast system mailing list [[log in to unmask]] On Behalf Of Mario Ouwens [[log in to unmask]] Sent: 11 November 2011 06:35 To: [log in to unmask] Subject: No unique solution transition matrices Dear allstat, Yesterday, I posted the question how to compute the 1 month transition matrix from the 3 month transition matrix. Yesterday, a person replied me saying that -1 times -1 is positive. In this sentence, the idea is apparent that the question has no unique solution. In more detail, suppose a 3 times 3 transition matrix 1 0 0 0 1 0 0 0 1 This matrix is equal to the product of three identity matrices, but ... also equal to multiplying 0 1 0 0 0 1 1 0 0 Three times and also equal to multiplyint 0 0 1 1 0 0 0 1 0 Three times. Hence, knowing the 3 month matrix does in no way mean knowing the 1 month transition matix. Many thanks for attention and providing me the guide to the answer that I can't solve the problem uniquely, Mario ________________________________ Please help the environment. Only print this email if absolutely necessary. DISCLAIMER: The information in this message is confidential and may be legally privileged. It is intended solely for the addressee. Access to this message by anyone else is unauthorised. If you are not the intended recipient, any disclosure, copying, or distribution of the message, or any action or omission taken by you in reliance on it, is prohibited and may be unlawful. Please immediately contact the sender if you have received this message in error. You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank. You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank.