- #1
Christopher T.
- 2
- 0
1. The problem statement
Given a stochastic matrix P with states [itex]s_1...s_5[/itex]:
[itex]
P =
\begin{pmatrix}
1 & p_2 & 0 & 0 & 0\\
0 & 0 & p_3 & 0 & 0\\
0 & q_2 & 0 & p_4 & 0\\
0 & 0 & q_3 & 0 & 0 \\
0 & 0 & 0 & q_4 & 1
\end{pmatrix}
[/itex]
and the matrix A (which is obviously related to P, but I can't see how... ):
[itex]
A =
\begin{pmatrix}
1 & -q_2 & 0 \\
-p_3 & 1 & -q_3 \\
0 & -p_4 & 1
\end{pmatrix}
[/itex]
The question is how the vector [itex]y = (x_2,x_3, x_4)[/itex] is a solution to the system [itex]Ay =b [/itex] for a certain b that I am supposed to find.
The relevant equations are:
[itex]
x_j^K = 1
[/itex]
for all closed states
[itex]
x_j^K = \sum_{i=1}^n p_{ij }x_i^K
[/itex]
for all non-closed states
I started by expanding Ay:
[itex]
Ay=
\left(
\begin{matrix}
1 & -q_2 & 0 \\
-p_3 & 1 & -q_3 \\
0 & -p_4 & 1
\end{matrix}
\right)
\left(
\begin{matrix}
x_2\\
x_3\\
x_4
\end{matrix}
\right)
=
\left(
\begin{matrix}
1x_2 + -q_2x_3 \\
-p_3x_2 + x_3 -q_3x_4 \\
-p_4x_3 + x_4
\end{matrix}
\right)
= b
[/itex]
But that seems to get me nowhere. The question hints to using the formulas listed above, but I can't see how I can use them to find b.
I appreciate all help.
Given a stochastic matrix P with states [itex]s_1...s_5[/itex]:
[itex]
P =
\begin{pmatrix}
1 & p_2 & 0 & 0 & 0\\
0 & 0 & p_3 & 0 & 0\\
0 & q_2 & 0 & p_4 & 0\\
0 & 0 & q_3 & 0 & 0 \\
0 & 0 & 0 & q_4 & 1
\end{pmatrix}
[/itex]
and the matrix A (which is obviously related to P, but I can't see how... ):
[itex]
A =
\begin{pmatrix}
1 & -q_2 & 0 \\
-p_3 & 1 & -q_3 \\
0 & -p_4 & 1
\end{pmatrix}
[/itex]
The question is how the vector [itex]y = (x_2,x_3, x_4)[/itex] is a solution to the system [itex]Ay =b [/itex] for a certain b that I am supposed to find.
Homework Equations
The relevant equations are:
[itex]
x_j^K = 1
[/itex]
for all closed states
[itex]
x_j^K = \sum_{i=1}^n p_{ij }x_i^K
[/itex]
for all non-closed states
The Attempt at a Solution
I started by expanding Ay:
[itex]
Ay=
\left(
\begin{matrix}
1 & -q_2 & 0 \\
-p_3 & 1 & -q_3 \\
0 & -p_4 & 1
\end{matrix}
\right)
\left(
\begin{matrix}
x_2\\
x_3\\
x_4
\end{matrix}
\right)
=
\left(
\begin{matrix}
1x_2 + -q_2x_3 \\
-p_3x_2 + x_3 -q_3x_4 \\
-p_4x_3 + x_4
\end{matrix}
\right)
= b
[/itex]
But that seems to get me nowhere. The question hints to using the formulas listed above, but I can't see how I can use them to find b.
I appreciate all help.