A Angela123 Junior Member Joined Oct 9, 2008 Messages 54 Dec 13, 2008 #1 A regular Markov chain has the transition matrix: [0 1 a 1-a] Find a if the vector of the stable probabilities is: [1/4 3/4]
A regular Markov chain has the transition matrix: [0 1 a 1-a] Find a if the vector of the stable probabilities is: [1/4 3/4]
R royhaas Full Member Joined Dec 14, 2005 Messages 832 Dec 13, 2008 #2 Solve \(\displaystyle \pi = \pi P\), where \(\displaystyle \pi\) is your vector and \(\displaystyle P\) is the transition matrix.
Solve \(\displaystyle \pi = \pi P\), where \(\displaystyle \pi\) is your vector and \(\displaystyle P\) is the transition matrix.