4. On any given day Ann is either cheerful (C), so-so (s), or glum (G).

If she is cheerful today, then she will be C, S, or G tomorrow with

respective probabilities .5, .4, .1. If she is feeling so-so today, then
she will be C, S or G tomorrow with probabilities .3, .4, .3. If she is
glum today, than she will be C, S, or G tomorrow with probabilities .
2, .3, .5.
(a) Define all the states of the Markov chain.
(b)Set up the one-step transition probability matrix P.
(c) In the long run, what proportion of time is the process in each of
the three states?

<Sol>
(a)
State 0: she is cheerful (C).
State 1: she is so-so (S).
State 2: she is glum (G).
(b)
.5 .4 .1
 .3
P= .3 .4 

.2 .3 . 5

(c)

π = π ⋅ p

π ⋅e= 1
.5 .4 .1 
[π 0 　π １　π ２ ] = [π 0 　π １　π ２ ] ⋅
.3 .4 .3 


.2 .3 .5 

  21
π 0 = . π 50 + . π 31 + . π 22   π 0 = 6 = 2.0 3 3 9

π 1 = .4π 0 + .4π 1 + .3π 2   2 3
⇒  ⇒  π 1 = = .0 3 7 1
π 2 = .1π 0 + .3π 1 + .5π 2   6 2
π 0 + π 1 + π 2 = 1   π = 1 = 8.0 2 9
26 2
