Question

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.

Answer 1

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

Answer 2

solve for P(4)

Answer 3

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

Answer 4

http://openstudy.com/study#/updates/55b567e7e4b0d48ca8eed65e