MAT 122 Lecture Notes - Lecture 19: Absorbing Markov Chain, Identity Matrix
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(regardless of the initial state, in a nite number of steps) the chain will enter an absorbing state and then stay in that state. 1: the powers of the transition matrix get closer and closer to some particular matrix, the long term trend depends on the initial state. 1/2 0 0 1/2: label the rows and columns. 1/2 0 0 1/2: identify the absorbing states. 1/2 0 0 1/2: rearrange the states so that the absorbing states come rst ( nd the corresponding. R q: divide up new the matrix. Label the rows and columns as they were in f". Now that you have found f and fr, you can answer the questions- *note that f is used for number of times and fr is used for probabilities. Using the f matrix, nd the intersection of row 1 and column 4. Using the f matrix, add up the whole row of 4.
