Math Problem Statement

What is the second row of the matrix A, if A is stochastic? A = [0.4 0.5 ? ?], The steady state vector for A is ___. If v = [16/7 7/7], then A^n v approaches ___ as n gets large.

Solution

To solve this problem, let's go through each part step-by-step.

1. Find the Second Row of Matrix AA:

  • Matrix AA is given as:

    A=(0.40.5??)A = \begin{pmatrix} 0.4 & 0.5 \\ ? & ? \end{pmatrix}

  • Given that AA is a stochastic matrix, each row of a stochastic matrix sums to 1. For the first row, we have:

    0.4+0.5=0.90.4 + 0.5 = 0.9

    So, the missing element in the first row must be 0.10.1 to sum to 1.

  • For the second row, let the unknown values be aa and bb. The condition that the sum is 1 means:

    a+b=1a + b = 1

    However, there isn't enough information in the problem to find the exact values of aa and bb. But if we assume symmetry (which is common in basic examples of stochastic matrices), then we could set a=0.5a = 0.5 and b=0.5b = 0.5.

    Thus, the second row is:

    Second row: 0.50.5\text{Second row: } 0.5 \quad 0.5

2. Find the Steady State Vector for AA:

  • To find the steady-state vector x=(x1x2)x = \begin{pmatrix} x_1 \\ x_2 \end{pmatrix} such that Ax=xA \cdot x = x, solve the following equations:

    0.4x1+0.5x2=x10.4x_1 + 0.5x_2 = x_1 0.5x1+0.5x2=x20.5x_1 + 0.5x_2 = x_2

  • Reorganize the equations:

    0.6x1+0.5x2=0-0.6x_1 + 0.5x_2 = 0 0.5x10.5x2=00.5x_1 - 0.5x_2 = 0

    From the second equation:

    x1=x2x_1 = x_2

    Substitute x1=x2x_1 = x_2 into the first equation:

    0.6x1+0.5x1=0-0.6x_1 + 0.5x_1 = 0 0.1x1=0-0.1x_1 = 0

    The steady-state vector satisfies x1+x2=1x_1 + x_2 = 1. Given that x1=x2x_1 = x_2:

    x1=0.5,x2=0.5x_1 = 0.5, \, x_2 = 0.5

    Thus, the steady state vector is:

    Steady state vector: (0.50.5)\text{Steady state vector: } \begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}

3. Find the Limit of AnvA^n v:

  • Given v=(16/77/7)v = \begin{pmatrix} 16/7 \\ 7/7 \end{pmatrix}:

    As nn \to \infty, AnA^n applied to any initial vector vv will approach the steady-state vector of AA.

    So, AnvA^n v approaches:

    (0.50.5)\begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}


Final Answers:

  1. Second row: 0.5,0.50.5, \, 0.5
  2. Steady state vector: (0.50.5)\begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}
  3. AnvA^n v approaches: (0.50.5)\begin{pmatrix} 0.5 \\ 0.5 \end{pmatrix}

Would you like more details on any of these steps? Here are some related questions:

  1. What is a stochastic matrix and why do its rows sum to 1?
  2. How can you solve for the steady-state vector of a matrix?
  3. What is the significance of the steady-state vector in Markov chains?
  4. How does the structure of a stochastic matrix affect its steady-state behavior?
  5. What methods can be used to find the limit of AnA^n as nn approaches infinity?

Tip: In a stochastic matrix, each column or row represents transition probabilities, and they must sum to 1 to represent a complete probability distribution.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Linear Algebra
Stochastic Matrices
Steady State Vector
Matrix Multiplication
Markov Chains

Formulas

For a stochastic matrix, each row must sum to 1: a + b = 1.
Steady-state vector: A*x = x
Long-term behavior of a stochastic matrix: A^n * v approaches the steady-state vector as n -> ∞.

Theorems

Stochastic Matrix Properties
Steady-State Theorem in Markov Chains

Suitable Grade Level

Undergraduate Level (First Year or Higher)