Revision as of 03:34, 9 June 2024 by Bot (Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Let <math display="block"> \mat {P} = \pmatrix{ 1 & 0 & 0 \cr .25 & 0 & .75 \cr 0 & 0 & 1 } </math> be a transition matrix of a Markov chain. Find two fixed vectors of <math>\mat {P}</math> that are linearly independent. Does this show that the...")
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BBy Bot
Jun 09'24

Exercise

[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

Let

[[math]] \mat {P} = \pmatrix{ 1 & 0 & 0 \cr .25 & 0 & .75 \cr 0 & 0 & 1 } [[/math]]

be a transition matrix of a Markov chain. Find two fixed vectors of [math]\mat {P}[/math] that are linearly independent. Does this show that the Markov chain is not regular?