Large multidimensial Array problem

[Afi83]

Hi there,
I want to write a program to do Markov chain, but my states are quite large.
First of all I calculate all the transition probabilities and revenues for all states(1381860 total states), and store in a multidimensional array.

Public RevArr(0 To 9, 0 To 750, 0 To 282) As Long

After that the iteration of markov chain should use these as inputs to calculate the steady-state probabilities. But when I try to run the main code I got this error.

Exception of type 'System.OutOfMemoryException' was thrown.
The following is the declaration of second array I add just another dimension for storing all the iterations, but I get this error.

Dim stateprob(IT + 1, 0 To 9, 0 To 750, 0 To 282) As single

Thanks for any help

[lolafuertes]

There is a limit of memory by system http://msdn.microsoft.com/en-us/library/aa366778(v=vs.85).aspx, and a limit by process http://www.oreillynet.com/windows/blog/2006/03/overcoming_the_windows_2gb_cac.html or http://forum.sysinternals.com/process-memory-limit_topic143_post303.html

Maybe you need another approach.