If the initial state probability distribution of Markov chain is ( ) ( )and transition probability matrix of the chain is ( ). Compute theprobability distribution of the chain after 2 steps
Question
If the initial state probability distribution of Markov chain is ( ) ( )and transition probability matrix of the chain is ( ). Compute theprobability distribution of the chain after 2 steps
Solution
To compute the probability distribution of the Markov chain after 2 steps, we need to multiply the initial state probability distribution by the transition probability matrix twice.
Let's assume the initial state probability distribution is represented as (a, b) and the transition probability matrix is represented as [[p, q], [r, s]].
To calculate the probability distribution after 1 step, we multiply the initial state probability distribution by the transition probability matrix:
(a, b) * [[p, q], [r, s]] = (ap + br, aq + bs)
Now, to calculate the probability distribution after 2 steps, we multiply the result from the previous step by the transition probability matrix again:
(ap + br, aq + bs) * [[p, q], [r, s]] = (ap^2 + bpr + aqr + bsr, apq + bps + aqs + bss)
Therefore, the probability distribution of the Markov chain after 2 steps is (ap^2 + bpr + aqr + bsr, apq + bps + aqs + bss).
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