Solving Transition Matrix Homework Statement

In summary, The conversation discusses finding the transition matrix of a Markov Chain with two states. The first part introduces two scenarios with different initial probabilities, P0, and the resulting probabilities after one transition, P1. The second part raises confusion about the transition matrix not seeming to do anything in the second scenario, where P0 remains unchanged. After further discussion, it is determined that the transition matrix should be [0.3 0.7; 0.4 0.6].
  • #1
alexcc17
48
0

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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  • #2
Ok, I think I have it. The transition matrix should be:
[.3 .7]
[.4 .6]
Right?
 
  • #3
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?
 
  • #4
It does. Thanks
 

FAQ: Solving Transition Matrix Homework Statement

What is a transition matrix?

A transition matrix is a mathematical tool used to describe the probability of moving from one state to another in a system. It is typically represented as a square matrix, with each entry indicating the probability of transitioning from one state to another.

How do you solve a transition matrix homework statement?

To solve a transition matrix homework statement, you first need to identify the initial state and the desired final state. Then, you can use matrix multiplication to calculate the probability of transitioning from the initial state to the final state. Make sure to follow the specific instructions given in your homework statement and use the appropriate formula.

What is the purpose of using transition matrices in scientific studies?

Transition matrices are commonly used in scientific studies to model and analyze systems that involve transitions between different states. This could include population dynamics, chemical reactions, or even the spread of diseases. By using transition matrices, scientists can better understand the behavior and predict future outcomes of these systems.

Can transition matrices be applied to real-world problems?

Yes, transition matrices can be applied to real-world problems in various fields, such as economics, biology, and physics. They provide a useful framework for understanding and analyzing complex systems with multiple states and transitions.

Are there any limitations to using transition matrices?

While transition matrices are a valuable tool, they do have limitations. They assume that the transitions between states are independent and remain constant over time, which may not always be the case in real-world systems. Additionally, they can become computationally complex for large systems with many states and transitions.

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