Finding the steady state vector and probablity confused, matrices.

In summary, the problem is asking to find the steady-state vector and the probability that the chain is in state 2 after 3 transitions. The steady-state vector is the long-term probability distribution of the Markov chain and can be found by solving a system of linear equations. To find the probability, the transition matrix can be used and the probability is equal to the element in the second row and third column of the cube of the transition matrix. In this case, the probability is 0.49.
  • #1
mr_coffee
1,629
1
Hello everyone, confused. the directions to this problem are the following:
Find the steay-steat vector, and assuming the chain starts at 1, find the probablity that it is in state 2, after 3 transitions.
well i got the problem and i got the S0 to S3, because it said after 3 transitions, is that what they wanted ,or did they want the lorn term steady state vector? also how do i find the probabliy?> Thanks.
Picture is here:
http://show.imagehosting.us/show/758415/0/nouser_758/T0_-1_758415.jpg
 
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  • #2
The steady-state vector is the long-term probability distribution of the Markov chain, which tells you the probability that the chain will be in each state after a large number of transitions. To find the steady-state vector, you need to solve the system of linear equations: pi * P = piwhere pi is the steady-state vector and P is the transition matrix. In your case, the transition matrix is: P = [0.6 0.4; 0.5 0.5]and the steady-state vector should satisfy the equation: [p1; p2] * [0.6 0.4; 0.5 0.5] = [p1; p2]Solve this equation to find the steady-state vector.To find the probability that the chain is in state 2 after 3 transitions, you can use the transition matrix. The probability that the chain is in state 2 after 3 transitions is equal to the element in the second row and third column of P^3 (where P^3 is the cube of the transition matrix). In your case, P^3 = [0.51 0.49; 0.51 0.49], so the probability that the chain is in state 2 after 3 transitions is 0.49.
 
  • #3


Hello, it appears that you are working on a problem related to Markov chains and their steady state vectors. The steady state vector is the long-term probability distribution of a Markov chain, where each element represents the probability of being in a particular state after an infinite number of transitions. In order to find the steady state vector, you would need to set up and solve a system of equations using the transition probabilities between each state.

In this specific problem, it seems like the instructions are asking for the steady state vector after 3 transitions, which would be the probability distribution after 3 steps. This can be found by multiplying the initial state vector (starting at 1) by the transition matrix 3 times.

To find the probability of being in state 2 after 3 transitions, you would need to look at the second element in the steady state vector. This represents the probability of being in state 2 after an infinite number of transitions, but since we are only looking at 3 transitions, you would need to take the second element in the steady state vector and divide it by the sum of all the elements in the vector to get the probability.

I hope this helps clarify the problem for you. Remember to always double check the instructions and assumptions before starting a problem. Good luck!
 

1. What is a steady state vector in a matrix?

A steady state vector in a matrix is a vector that represents the long-term behavior of a system. It is the vector that remains unchanged after repeated multiplication with the transition matrix of the system.

2. How is the steady state vector calculated?

The steady state vector can be calculated by finding the eigenvector associated with the eigenvalue of 1 in the transition matrix. This can be done by solving the characteristic equation or using other methods such as power iteration or the Perron-Frobenius theorem.

3. What is the significance of the steady state vector in a matrix?

The steady state vector is significant because it represents the equilibrium or long-term behavior of a system. It can provide insight into the stability and behavior of the system over time.

4. How is the probability of each state in the steady state vector determined?

The probability of each state in the steady state vector is determined by dividing each element in the vector by the sum of all elements in the vector. This gives the relative probability of each state in the steady state.

5. Can the steady state vector change over time?

No, the steady state vector remains constant as long as the transition matrix and the system remain unchanged. Changes in the system or the transition matrix may result in a different steady state vector.

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