Skip to content
Q119Section III (Statistics)119 of 180

Stationary distributions of two-state chains

The transition probability matrices of Markov chains with state space S={1,2}S=\{1,2\} are

P1=(1001),P2=(0110),P3=(12122313),P4=(121201).P_1=\begin{pmatrix}1&0\\0&1\end{pmatrix},\quad P_2=\begin{pmatrix}0&1\\1&0\end{pmatrix},\quad P_3=\begin{pmatrix}\tfrac12&\tfrac12\\\tfrac23&\tfrac13\end{pmatrix},\quad P_4=\begin{pmatrix}\tfrac12&\tfrac12\\0&1\end{pmatrix}.

Which Markov chains have a stationary distribution given by (12,12)\left(\tfrac12,\tfrac12\right)?

Options

Pick an option to check your answer.