I have been learning markov chains for a while now and understand how to produce the steady state given a 2×2 matrix.
For example given the matrix,
[.5 .5]
[.8 .2]
To find the steady state it will be
[x,y] * [.5 .5] = [x,y]
[.8 .2]
.5x + .8y = x
.5(1-y) + .8y = 1-y
........
Knowing that x + y = 1, I can do substitution and elimination to get the values of x and y.
However for a 3×3 matrix, I am confused how I could compute the steady state. I will like to have an example with steps given this sample matrix :
[.5 .4 .1]
[.6 .2 .2]
[.5 .3 .2]
Best Answer
Solve the 3x3 linear system