I can find the equilibrium probabilities for a 2 x 2 matrix:

and

But how do I find the probabilities for a 3 x 3 matrix?

Can somebody start me off on:

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- Apr 12th 2011, 12:30 PMMathSuckerEquilibrium probabilites for a three-state markov process
I can find the equilibrium probabilities for a 2 x 2 matrix:

and

But how do I find the probabilities for a 3 x 3 matrix?

Can somebody start me off on:

- Apr 12th 2011, 12:37 PMMoo
Hello,

The same as for 2x2 :

As a note, this is, by definition, the stationary/invariant distribution. In order to say that it's the equilibrium distribution, you need to show that all the states are positive recurrent and that the chain is irreducible and aperiodic.