Let A 12 13 15 14 13 25 14 13 25 be a transition matrix for

Let A= [1/2 1/3 1/5] [1/4 1/3 2/5] [1/4 1/3 2/5] be a transition matrix for a Markov process.

A). Compute det(A) and trace(A) and make use of those values to determine the eigenvalues of A.

B). Explain why the Markov process must converge to a steady-state vector.

C). Show that y=(16,15,15)T is an eigenvector of A. How is the steady-state vector related to y?

Solution

Let A= [1/2 1/3 1/5] [1/4 1/3 2/5] [1/4 1/3 2/5] be a transition matrix for a Markov process. A). Compute det(A) and trace(A) and make use of those values to de

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