Solving Transition Matrix Homework Statement

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Homework Help Overview

The problem involves determining the transition matrix for a Markov Chain with two states, based on given state transitions. The original poster presents two scenarios: one where the state changes from P0 to P1, and another where the state remains constant.

Discussion Character

  • Exploratory, Assumption checking

Approaches and Questions Raised

  • The original poster expresses confusion regarding the implications of the second scenario, questioning how a transition matrix can both change a state and leave another unchanged.

Discussion Status

Some participants have proposed a potential transition matrix and are verifying its correctness against the provided state transitions. There is an ongoing exploration of whether the proposed matrix meets the conditions set by the problem.

Contextual Notes

Participants are considering the implications of a stable vector and how it interacts with the transition matrix, as well as the requirements for the matrix to fulfill the conditions of the problem.

alexcc17
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Homework Statement



The problem is in the attachment, but I'll try and rewrite it...

Suppose for a Markov Chain with two states, we get the following results.
1. If P0=[0 1] then P1=[.4 .6]

2. If P0=[4/11 7/11] then P0=P1=P2=...and so on.

With this information, find the transition matrix of the Markov process.


Homework Equations



The Attempt at a Solution


I'm a bit confused here. The second part means that P0=[4/11 7/11] never changes, so the transition matrix does nothing and it is a stable vector, but doesn't the transition matrix have to do something because it in #1 it changes the matrix from P0 to P1?

So... T * [4/11 7/11]=[4/11 7/11] and T*[0 1]=[.4 .6]

Any help would be great.
 

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Ok, I think I have it. The transition matrix should be:
[.3 .7]
[.4 .6]
Right?
 
alexcc17 said:
Ok, I think I have it. The transition matrix should be:
[.3 .7]
[.4 .6]
Right?

You can answer that for yourself. Does it change [0 1] into [.4 .6]? Does it leave [4/11,7/11] unchanged?
 
It does. Thanks
 

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