Math Problem Statement
Solution
To find the equilibrium vector for a transition matrix, we need to find a vector v such that:
where is the transition matrix and is the equilibrium vector. This equation implies that v is an eigenvector of P with eigenvalue 1. Additionally, the elements of v must sum to 1, because v represents a probability distribution in a Markov chain.
Given Matrix
The matrix is:
Steps to Solve
-
Set up the equations for the equilibrium vector: which translates to:
0.65x + 0.10y + 0.25z = x \\ 0.10x + 0.80y + 0.10z = y \\ 0.10x + 0.40y + 0.50z = z \\ \end{cases}$$ -
Rewrite each equation by moving terms to one side to set up a system of linear equations:
-0.35x + 0.10y + 0.25z = 0 \\ 0.10x - 0.20y + 0.10z = 0 \\ 0.10x + 0.40y - 0.50z = 0 \\ \end{cases}$$ -
Add the constraint (since it’s a probability vector).
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Solve this system of equations to find the values of , , and .
I'll proceed with the calculations.The equilibrium vector for the given transition matrix is:
[ \mathbf{v} = \begin{bmatrix} \frac{1}{3} \ \frac{1}{3} \ \frac{1}{3} \end{bmatrix} = \begin{bmatrix}
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Math Problem Analysis
Mathematical Concepts
Linear Algebra
Markov Chains
Equilibrium Vector
Formulas
P ⋅ v = v
x + y + z = 1 (for probability distribution)
Theorems
Markov Chain Stationary Distribution
Suitable Grade Level
College Level
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