Show that a Markov chain with transition matrix1P = |1/4 1/2 1/40 1has more than one stationary distributions. Find the matrix that P" converges to, as

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Answered: Show that a Markov chain with…

Show that a Markov chain with transition matrix 1 P = | 1/4 1/2 1/4 has more than one stationary distributions. Find the matrix that P" converges to, as

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter3: Matrices

Section3.7: Applications

Problem 14EQ

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Question

Show that a Markov chain with transition matrix
1
P = |1/4 1/2 1/4
0 1
has more than one stationary distributions. Find the matrix that P" converges to, as

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