
15.3.1 Markov chains
Problem:
The transition matrix of the chain is given, plot the graph with the given probabilities and calculate \( P_{i}(k), i=1,2,3 ; k=1,2 \), assuming that initially the system is in the state of \( S_{1} \).
\[
\left(P_{i j}\right)=\left(\begin{array}{cccc}
0.2 & 0.3 & 0.5 & 0 \\
0.6 & 0 & 0 & 0.4 \\
0.4 & 0.2 & 0.3 & 0.1 \\
0.5 & 0 & 0 & 0.5
\end{array}\right) \text {. }
\]