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Construct any 3 by 3 Markov matrix M: positive entries down each column add to 1. If e =
Chapter 5, Problem 5.1.32(choose chapter or problem)
Construct any 3 by 3 Markov matrix M: positive entries down each column add to 1. If e = (1,1,1), verify that MT e = e. By 11, = 1 is also an eigenvalue of M. Challenge: A 3 by 3 singular Markov matrix with trace 1 2 has eigenvalues = .
Questions & Answers
QUESTION:
Construct any 3 by 3 Markov matrix M: positive entries down each column add to 1. If e = (1,1,1), verify that MT e = e. By 11, = 1 is also an eigenvalue of M. Challenge: A 3 by 3 singular Markov matrix with trace 1 2 has eigenvalues = .
ANSWER:Step 1 of 3
The objective is to construct a Markov matrix M. Such that positive entries down each column add up to 1. The Markov matrix provides a complete way to understand the probabilities of each step in a Markov chain.