Computing Steady State Distributions Without Cancellation

The steady state distribution of a Markov chain is represented such that no cancellation occurs. The resulting form is applied to determine the behavior of the steady state distribution of a Markov chain as its transition probabilities decay exponentially. This situation arises naturally when considering Markov chains converging to a dynamical system. This research was supported by the National Science Foundation (IRI-8917545) and AFOSR (90-0135). 1