Register to reply

How to compute stationary distribution for martrix with more than 1 closed class

Share this thread:
Jan24-13, 07:32 PM
P: 1

Thank you in advance if anyone can answer this question.

How any stationary distributions exists in below matrix and what are the value

.5 0 0 .5
.25 .5 .25 0
0 0 1 0
1/6 0 0 5/6

Any information regarding how to compute stationary distribution in a martrix with more than 1 closed class would be appreciated.
Phys.Org News Partner Science news on
Security CTO to detail Android Fake ID flaw at Black Hat
Huge waves measured for first time in Arctic Ocean
Mysterious molecules in space
Mar1-13, 05:31 PM
HW Helper
P: 1,361
Your chain has an absorbing state (the third state, since the 3,3 entry is 1). Write this matrix in canonical form and analyze it with the standard methods.
Mar1-13, 09:56 PM
P: 523
One way is just to solve the eigenvector equation xA=x - since your example has 2 closed classes (the other being {1,4}), there will be two LI eigenvectors. Positivity and summation to 1 will tell you which linear combinations are valid.

Register to reply

Related Discussions
Find the stationary distribution Set Theory, Logic, Probability, Statistics 0
Stationary distribution Calculus 8
Is there exist a shortest closed curve in the homology class of a simple closed curve Differential Geometry 5
Markov chain - stationary distribution - please help Calculus & Beyond Homework 1
Matlab-compute the distribution of the noise signal Math & Science Software 1