A state vector X for a four-state Markov chain is such that the system is four times as likely to be in state 3 as in 4, is not in state 2, and is in state 1 with probability 0.2. Find the state vector X.

Question

unklerhaukus · Answer

P(1) + P(2) + P(3) + P(4) = 1
 0.2 +    0  + 4P(4) + P(4) = 1

unklerhaukus · Answer

solve for P(4)

unklerhaukus · Answer

$$\mathbf X = \begin{bmatrix}P(1)\P(2)\P(3)\P(4)\end{bmatrix}$$

unklerhaukus · Answer

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