Module 1:Concepts of Random walks, Markov Chains, Markov Processes
  Lecture 4:Markov Process
 

Now suppose  are the  eigen values or the characteristics roots of  and also assume that  and

 are the right and left eigen matrix of  respectively, then we can easily write: , where  and , such that
, where  is a scalar term, while  is a  matrix, such that the elements of  are given by , where we have the matrix