Ok, I had a homework problem that I cannot for the life of me, figure out. I've tried to google for different sources that would show me how to find the stationary distribution of a markov chain, but I can't seem to find one that makes sense to me.(adsbygoogle = window.adsbygoogle || []).push({});

The transition matrix of a markov chain is given by

R1 [0.25 0.5 0]

R2 [0.5 0 0.25]

R3 [0.25 0.5 0.75]

and the instructions say to find the stationary distribution if it exist. If someone could walk through the process of how to find a stationary distribution of this, I would appreciate it. I tried to follow the directions from a .pdf file I found online that explained the whole process and I got

Let T = the above transition matrix

Tv = v

*after some calculations

v = [7/30 1/3 13/30]

Now, when I plugged this answer back into the equation Tv = v, it didn't work out, so I'm not to sure what I did wrong. I'm not looking for the answer explicitly...I would like a layman's explanation on how to find the stationary distribution and maybe an example if that's not asking too much?

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# Homework Help: Markov Chain - Find the Stationary Distribution

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