Math Problem Statement

solve this: Find the equilibrium vector for the transition matrix. left bracket Start 3 By 3 Matrix 1st Row 1st Column 0.65 2nd Column 0.10 3rd Column 0.25 2nd Row 1st Column 0.10 2nd Column 0.80 3rd Column 0.10 3rd Row 1st Column 0.10 2nd Column 0.25 3rd Column 0.65 EndMatrix right bracket Question content area bottom Part 1 The equilibrium vector is    enter your response here. ​(Type an integer or simplified fraction for each matrix​ element.) and this: Question content area top Part 1 Find the equilibrium vector for the transition matrix. left bracket Start 3 By 3 Matrix 1st Row 1st Column 0.65 2nd Column 0.10 3rd Column 0.25 2nd Row 1st Column 0.10 2nd Column 0.75 3rd Column 0.15 3rd Row 1st Column 0.10 2nd Column 0.40 3rd Column 0.50 EndMatrix right bracket Question content area bottom Part 1 The equilibrium vector is    enter your response here. ​(Type an integer or simplified fraction for each matrix​ element.)

Solution

Solution 1: Finding the Equilibrium Vector

The equilibrium vector for a transition matrix is the steady-state vector v=[v1,v2,v3]\mathbf{v} = [v_1, v_2, v_3] such that:
vP=v,or equivalently, (PTI)v=0.\mathbf{v}P = \mathbf{v}, \quad \text{or equivalently, } (P^T - I)\mathbf{v} = 0. Here, PTP^T is the transpose of the transition matrix, and II is the identity matrix.

We solve this by:

  1. Transposing the given matrix.
  2. Setting up the equation (PTI)v=0(P^T - I)\mathbf{v} = 0.
  3. Adding the condition v1+v2+v3=1v_1 + v_2 + v_3 = 1 to ensure v\mathbf{v} is a probability vector.

Transition Matrix 1:

0.65 & 0.10 & 0.25 \\ 0.10 & 0.80 & 0.10 \\ 0.10 & 0.25 & 0.65 \end{bmatrix}.$$ **Step 1: Transpose $$P$$:** $$P^T = \begin{bmatrix} 0.65 & 0.10 & 0.10 \\ 0.10 & 0.80 & 0.25 \\ 0.25 & 0.10 & 0.65 \end{bmatrix}.$$ **Step 2: Subtract $$I$$:** $$P^T - I = \begin{bmatrix} -0.35 & 0.10 & 0.10 \\ 0.10 & -0.20 & 0.25 \\ 0.25 & 0.10 & -0.35 \end{bmatrix}.$$ **Step 3: Solve for $$\mathbf{v}$$:** The system of equations becomes: $$\begin{cases} -0.35v_1 + 0.10v_2 + 0.10v_3 = 0, \\ 0.10v_1 - 0.20v_2 + 0.25v_3 = 0, \\ 0.25v_1 + 0.10v_2 - 0.35v_3 = 0, \\ v_1 + v_2 + v_3 = 1. \end{cases}$$ **Solving the equations:** From the first equation: $$v_1 = \frac{2}{7}v_2 + \frac{2}{7}v_3.$$ Substitute $$v_1 = \frac{2}{7}v_2 + \frac{2}{7}v_3$$ into the normalization condition $$v_1 + v_2 + v_3 = 1$$ to find $$v_2$$ and $$v_3$$. The result is: $$\mathbf{v} = \left[\frac{21}{53}, \frac{16}{53}, \frac{16}{53}\right].$$ --- ### **Solution 2: Second Transition Matrix** $$P = \begin{bmatrix} 0.65 & 0.10 & 0.25 \\ 0.10 & 0.75 & 0.15 \\ 0.10 & 0.40 & 0.50 \end{bmatrix}.$$ Following the same steps as above, the equilibrium vector is: $$\mathbf{v} = \left[\frac{32}{85}, \frac{31}{85}, \frac{22}{85}\right].$$ --- ### Final Answer: 1. **For the first matrix:** $$\mathbf{v} = \left[\frac{21}{53}, \frac{16}{53}, \frac{16}{53}\right].$$ 2. **For the second matrix:** $$\mathbf{v} = \left[\frac{32}{85}, \frac{31}{85}, \frac{22}{85}\right].$$ --- Would you like step-by-step details of the calculations or have any questions? ### Follow-up Questions: 1. How do eigenvalues relate to equilibrium vectors in Markov chains? 2. Can there be multiple equilibrium vectors for a Markov chain? 3. What is the significance of the sum of entries in a steady-state vector? 4. How do we verify that a vector is an equilibrium vector for a given matrix? 5. Can this method extend to higher dimensions? ### Tip: When solving for equilibrium vectors, always ensure the transition matrix columns sum to 1, indicating a valid stochastic matrix.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Linear Algebra
Markov Chains
Equilibrium Vector
Stochastic Matrices

Formulas

Equilibrium condition: vP = v
Normalization condition: v1 + v2 + v3 = 1
Matrix equation: (P^T - I)v = 0

Theorems

Steady-State Theorem for Markov Chains
Properties of Stochastic Matrices

Suitable Grade Level

Undergraduate (Math or Computer Science Level)