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Find a 2 x 2 stochastic matrix A, that is not the identity, that has [9/13 4/13] for a steady-state vector.

User Raspi
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1 Answer

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Final answer:

To create a stochastic matrix that has the given steady-state vector, one must choose values that cause the columns to sum to 1 and satisfy the steady-state condition when multiplied by the vector.

Step-by-step explanation:

To find a 2 x 2 stochastic matrix A that has a steady-state vector [9/13 4/13], we must remember that a stochastic matrix has the property that each column sums to 1, and when multiplied by a steady-state vector, it yields the vector itself. Therefore, let's assume our matrix A has the form:

A = |a b|

|c d|

Stochastic conditions require that the following must be true:

a + c = 1

b + d = 1

For the steady-state condition, we should have:

A * [9/13] = [9/13]

[4/13] [4/13]

This results in the system of equations:

a*(9/13) + b*(4/13) = 9/13

c*(9/13) + d*(4/13) = 4/13

From these conditions, you can choose values for a, b, c, and d that satisfy both the stochastic and steady-state conditions. An example could be:

A = |9/13 2/13|

|4/13 11/13|

Here, both columns sum up to 1, and when this matrix is multiplied by the steady-state vector, it yields the vector itself.

User Losiowaty
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