Chapter 3: Problem 6
Let \(P=\left[\begin{array}{ccc}\frac{1}{2} & \frac{1}{3} & \frac{1}{3} \\ 0 & \frac{1}{3} & \frac{2}{3} \\ \frac{1}{2} & \frac{1}{3} & 0\end{array}\right]\) be the transition matrix for a Markov chain with three states. Let \(\mathbf{x}_{0}=\left[\begin{array}{r}120 \\ 180 \\ 90\end{array}\right]\) be the initial state vector for the population. What proportion of the state 1 population will be in state 1 after two steps?.
Short Answer
Step by step solution
Understanding Matrix Multiplication
Calculate First Step State Vector
Calculate Second Step State Vector
Determine Proportion in State 1
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Transition Matrix
\[ P = \begin{bmatrix} \frac{1}{2} & \frac{1}{3} & \frac{1}{3} \ 0 & \frac{1}{3} & \frac{2}{3} \ \frac{1}{2} & \frac{1}{3} & 0 \end{bmatrix} \]
In this matrix:
- Each row sums to 1. This represents the total probability of being in any state.
- Values indicate transition likelihoods, such as \( \frac{1}{2} \) meaning a 50% chance.
State Vector
\[ \mathbf{x}_0 = \begin{bmatrix} 120 \ 180 \ 90 \end{bmatrix} \]
This represents the number of people in states 1, 2, and 3 initially. Using this vector along with the transition matrix allows us to determine how many people move between states as time progresses. Each component of the vector correlates to a state, creating a bridge between abstract numbers and real-world scenarios.
Matrix Multiplication
- First step: Multiply \( P \) by \( \mathbf{x}_0 \) to get \( \mathbf{x}_1 \),
\[ \mathbf{x}_1 = P \cdot \mathbf{x}_0 \] - Second step: Multiply \( P \) again by \( \mathbf{x}_1 \) to get \( \mathbf{x}_2 \),
\[ \mathbf{x}_2 = P \cdot \mathbf{x}_1 \]
Population Distribution
\[ \mathbf{x}_2 = \begin{bmatrix} 155 \ 120 \ 115 \end{bmatrix} \]
This vector tells us:
- 155 people are now in state 1.
- 120 people remain or move to state 2.
- 115 people end up in state 3.