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-   -   Markov Chain with uni-directional link (http://mymathforum.com/advanced-statistics/33702-markov-chain-uni-directional-link.html)

Boodd February 3rd, 2013 02:56 PM

Markov Chain with uni-directional link
 
Hello.

How can I find the probability distribution for a Markov Chain like this:
http://i47.tinypic.com/kas56o.png

I don't know how to get enough equations to solve for P(1), P(2), P(3) and P(4) since I can get anything for P(4).

anonimnystefy February 3rd, 2013 03:14 PM

Re: Markov Chain with uni-directional link
 
Are a and b supposed to be certain probabilities?

Boodd February 4th, 2013 05:25 AM

Re: Markov Chain with uni-directional link
 
Quote:

Originally Posted by anonimnystefy
Are a and b supposed to be certain probabilities?

Yes they are the transition intensities. I'm trying to create balance equations to find P(1) - P(4).


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