Revision as of 01:16, 6 December 2020 by Nlfang (Talk | contribs)


Steady-State Vectors

A transition matrix is considered regular if it has all positive entries. This is reflected in our example, as the transition matrix has only positive entries, so it must be regular. Regular Markov chains will eventually approach a fixed vector state $ q $, which is also known as the steady-state vector of a Markov chain. A steady-state vector is a vector that does not change after multiplying it with the transition matrix, satisfying the equation

$ Pq = q $

This can also be written as

$ q(I - P) = 0 $

Where $ I $ is the identity matrix. To demonstrate this with our weather problem,

$ \left(\begin{array}{c}q_{1}\\q_{2}\\q_{3}\end{array}\right)(\left(\begin{array}{ccc}1&0&0\\0&1&0\\0&0&1\end{array}\right) - \left(\begin{array}{ccc}0.4&0.1&0.3\\0.2&0.7&0.1\\0.4&0.2&0.6\end{array}\right)) = 0 $

Back to Markov Chains

Alumni Liaison

Basic linear algebra uncovers and clarifies very important geometry and algebra.

Dr. Paul Garrett