Clear Filters
Clear Filters

probability of Markov process

3 views (last 30 days)
Brave A
Brave A on 25 Sep 2019
Commented: Brave A on 26 Sep 2019
I have this tansition matrix which is a propability of Markov processpropability of Markov process
P= [ .4 .0 .0 .1 .0 .7 .3 .2 .3 .2 .3 .4 .3 .1 .4 .3 ] and the initial distribution is x (1) = [.1 .1 .5 .3]T
I would like to compute x where x = Px.
Here is my attempt but I am not getting the correct result .
Thanks in advance!
M = [.4 .0 .3 .3 ;.0 .7 .2 .1; .0 .3 .3 .4 ;.1 .2 .4 .3];
X=[.1 .1 .5 .3];
B = X.';
eig(M');
% % ans =
%
% 1.0000
% 0.5357
% 0.2685
% -0.1043
[V,D] = eig(M');
P = V(:,1)';
P = P./sum(P);
% P =
% 0.0400 0.4400 0.2800 0.2400
% P*M
% ans =
% .0400 0.4400 0.2800 0.2400
  6 Comments
Walter Roberson
Walter Roberson on 25 Sep 2019
I would like to compute x where x = Px.
Do you mean that you would like to find x such that x = M*x ? If not then you need to define P for us.
The P you calculate at the moment is the solution for P == P*M rather than for P == M*P
Brave A
Brave A on 26 Sep 2019
Thanks for your help!
sorry I didnot mentioed that
P = [ .4 .0 .0 .1 .0 .7 .3 .2 .3 .2 .3 .4 .3 .1 .4 .3 ]
and I need to find X .

Sign in to comment.

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!