Math Problem Statement

how do I find the steady state vector of a 2x2 matrix

Solution

To find the steady-state vector of a 2×22 \times 2 matrix, you're generally dealing with a Markov chain or a system of linear equations. The steady-state vector represents the long-term behavior of the system, which remains unchanged after multiple transitions.

Given a matrix AA, the steady-state vector v\mathbf{v} is a vector that satisfies:

Av=vA \mathbf{v} = \mathbf{v}

This means that v\mathbf{v} is an eigenvector of matrix AA corresponding to the eigenvalue 11. To find v\mathbf{v}, you can follow these steps:

Steps to Find the Steady-State Vector:

  1. Write the matrix equation: Start by writing the equation Av=vA \mathbf{v} = \mathbf{v}, which simplifies to: (AI)v=0(A - I) \mathbf{v} = 0 where II is the identity matrix.

  2. Set up the system of equations: The equation (AI)v=0(A - I) \mathbf{v} = 0 corresponds to a system of linear equations. The matrix AIA - I is: AI=(a111a12a21a221)A - I = \begin{pmatrix} a_{11} - 1 & a_{12} \\ a_{21} & a_{22} - 1 \end{pmatrix} This will be a system of equations that you need to solve for the steady-state vector v=(v1v2)\mathbf{v} = \begin{pmatrix} v_1 \\ v_2 \end{pmatrix}.

  3. Solve the system: Solve the system of equations to find the values of v1v_1 and v2v_2. You can use methods like substitution, elimination, or matrix row reduction.

  4. Normalize the vector: Since steady-state vectors are typically normalized (especially in Markov chains) to sum to 1 (i.e., v1+v2=1v_1 + v_2 = 1), you can use this condition to get the final steady-state vector.

Example

Suppose you have a matrix:

A=(0.50.50.20.8)A = \begin{pmatrix} 0.5 & 0.5 \\ 0.2 & 0.8 \end{pmatrix}

To find the steady-state vector v=(v1v2)\mathbf{v} = \begin{pmatrix} v_1 \\ v_2 \end{pmatrix}:

  1. Set up the equation Av=vA \mathbf{v} = \mathbf{v}, which becomes: (0.50.50.20.8)(v1v2)=(v1v2)\begin{pmatrix} 0.5 & 0.5 \\ 0.2 & 0.8 \end{pmatrix} \begin{pmatrix} v_1 \\ v_2 \end{pmatrix} = \begin{pmatrix} v_1 \\ v_2 \end{pmatrix} This simplifies to: (0.5v1+0.5v20.2v1+0.8v2)=(v1v2)\begin{pmatrix} 0.5v_1 + 0.5v_2 \\ 0.2v_1 + 0.8v_2 \end{pmatrix} = \begin{pmatrix} v_1 \\ v_2 \end{pmatrix}

  2. Subtract the right-hand side from both sides: (0.5v1+0.5v20.2v1+0.8v2)=(00)\begin{pmatrix} -0.5v_1 + 0.5v_2 \\ -0.2v_1 + 0.8v_2 \end{pmatrix} = \begin{pmatrix} 0 \\ 0 \end{pmatrix}

  3. This gives the system of equations: 0.5v1+0.5v2=0-0.5v_1 + 0.5v_2 = 0 0.2v1+0.8v2=0-0.2v_1 + 0.8v_2 = 0

  4. Solve the system: From the first equation, we have v1=v2v_1 = v_2. Substituting into the second equation: 0.2v1+0.8v1=00.6v1=0v1=0-0.2v_1 + 0.8v_1 = 0 \quad \Rightarrow \quad 0.6v_1 = 0 \quad \Rightarrow \quad v_1 = 0 Hence, v2=0v_2 = 0.

  5. Normalize v\mathbf{v}: In this case, the normalization condition is v1+v2=1v_1 + v_2 = 1. Substitute into your expression for v\mathbf{v}.

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Math Problem Analysis

Mathematical Concepts

Linear Algebra
Markov Chains
Eigenvectors
Steady-State Vector

Formulas

A * v = v
(A - I) * v = 0
v1 + v2 = 1 (Normalization condition)

Theorems

Eigenvalue-Eigenvector Theorem

Suitable Grade Level

Undergraduate Level (Grades 11-12 Advanced or College)