Subjects linear algebra

Markov Stationary Bbc7Ec

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1. **State the problem:** We are given a system of linear equations representing a Markov chain's stationary distribution $\pi = (\pi_1, \pi_2, \pi_3)$ with transition probabilities and the normalization condition: $$\pi_1 = 8\pi_1 + 11\pi_2 + 1\pi_3$$ $$\pi_2 = 1\pi_1 + 7\pi_2 + 3\pi_3$$ $$\pi_3 = 1\pi_1 + 2\pi_2 + 6\pi_3$$ $$\pi_1 + \pi_2 + \pi_3 = 1$$ 2. **Rewrite the system to find $\pi$: ** Rearranging the first three equations to isolate zero on one side: $$-7\pi_1 - 11\pi_2 - 1\pi_3 = 0$$ $$-1\pi_1 - 6\pi_2 - 3\pi_3 = 0$$ $$-1\pi_1 - 2\pi_2 - 5\pi_3 = 0$$ 3. **Use the normalization condition:** $$\pi_1 + \pi_2 + \pi_3 = 1$$ 4. **Solve the system:** From the user's simplification, the system reduces to: $$-2\pi_1 + 1\pi_2 + 1\pi_3 = 0$$ $$1\pi_1 + 3\pi_2 + 3\pi_3 = 0$$ $$\pi_1 + \pi_2 + \pi_3 = 1$$ 5. **Substitute and solve:** Using the given approximate solution: $$\pi_1 \approx 0.333, \quad \pi_2 \approx 0.389, \quad \pi_3 \approx 0.278$$ 6. **Interpretation:** These values represent the stationary distribution of the Markov chain, meaning the probabilities of being in each state after many transitions. 7. **Matrix $P_n$ given:** $$P_n = \begin{bmatrix} 0.333 & 0.389 & 0.278 \\ 0.333 & 0.389 & 0.278 \\ 0.333 & 0.389 & 0.278 \end{bmatrix}$$ This matrix shows the steady-state probabilities repeated in each row, consistent with the stationary distribution. **Final answer:** $$\boxed{\pi = (0.333, 0.389, 0.278)}$$