Page 1 Math 141-copyright Joe Kahlig, 10B Section 9.2: Regular Markov Chains Definition: A transition matrix (stochastic matrix) is said to be regular if some power of T has all positive entries. This means that the Markov chain represented by T is called a regular Markov chain. Example: Are the transition matrices regular? A) T = " 0.6 .4 0 C) T = 0 1 0.2 0.8 0.2 0.3 0.5 0.3 B) T = 0 0.7 # 1 0 0 D) T = 1 0 0 0 0.2 0.4 0.2 0.2 0 0 1 0.6 0.4 0 0.2 0.1 0.2 0.5 0.1 0 0.5 0.4 Definition: A Markov process that does not have a change in the next distribution state has reached a steady state or equilibrium state. The steady state is denoted by XL . A Markov process that has a regular transition matrix will have a steady state. Example: From the car/bus problem from 9-1. Find the steady state distribution. car T = car 0.7 bus 0.3 bus 0.1 0.9 Page 2 Math 141-copyright Joe Kahlig, 10B Example: Find the steady state for the pizza problem from 9-1. T = A B C A 0.5 0.3 0.2 B 0.4 0.2 0.4 C 0.25 0.5 0.25 Definition: The limiting matrix or the stable matrix is is defined as L = lim T n . n→∞