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Math Help - Find limiting distribution of Markov Chain

  1. #1
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    Find limiting distribution of Markov Chain



    Please help me find the limiting distribution for the transition matrix above.

    Thanks!
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  2. #2
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    Quote Originally Posted by icobes View Post


    Please help me find the limiting distribution for the transition matrix above.

    Thanks!
    Your columns should add to one not your rows.
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  3. #3
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    Quote Originally Posted by dwsmith View Post
    Your columns should add to one not your rows.
    The notation we use in our book has the rows add up to one.
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  4. #4
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    Could you instead help me find the limit as n->infinite of the nth transition matrix of P[subscript]00[/subscript]
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  5. #5
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    I'm not good at LaTex or whatever.

    let P = Pi for my notation purposes

    P0 = 0.5P0 + P1
    P1 = 0.5P0 + 0.20P2
    P2 = 0.2P2
    P3 = 0.6P2 + P3

    One of these equations is redundant so you can eliminate one and then just solve the system of equations.
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