Reversible markov chain

trento22

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Jun 27, 2021
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Be S = {1, 2, 3, 4, 5} and a measure ν in S with the weights {1, 2, 3, 4, 5}, respectively.

Determine an irreducible stochastic matrix P in S with a circular structure as in picture below, and which are in detailed balance with ν.

1624831469873.png


I try creating a system of linear equations bases on this:

1624831483355.png



but, aways i have negative values:
1624831495292.png


where is the error?
 
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